Microsoft has released SQL Server 2005 service pack 3 and cumulative update package 1 for service pack 3. For more information about SP3, check this out. For more information about SP3 CU1, check this out. If you upgrade to just SP3, your SQL Server version will be 9.00.4035. If you upgrade to SP3 CU1, your version will be 9.00.4205.
Make sure you also update Books Online on your client machine. You can get the newest version of BOL here.