Username or EmailPassword
(Sorry, forgot this bit)
Finally, you are right, you would probably find lots and lots of security holes in a linux distribution from 2001, however this doesn't matter, as you can download or buy new versions of it. If you buy WinXP on the other hand, you'll get the stuff from 2001 with all it's problems.
Copies of Windows distributed after service packs are released generally come with them slipstreamed in. So if you go and buy a copy of XP pressed after SP2 was released, it will already have SP2 slipstreamed in.
Certainly, it's true for OEM and Select/Enterprise versions (and that probably covers 80%+ of distributed copies). I rarely see new retail versions, though, so I can't comment on them.