As I stated in the guide, it's optional. You don't require to install IE 6 or DirectX 9. SP 2.0.1 contains all critical OS updates. However, it doesn't contain IE-related, Media Player-related, DirectX-related updates. (But it contains required updates for bundled IE 5.0 of 98 SE.) So if you use IE 5.5+, you should install critical updates from WinUpdate.