Safest place to download SQL Server 2005 Service Pack 2 Installer
That message is simply saying you won't need to enter a product key at installation.  

The version from the MSDN downloads is the best download to use.

The SQL Server installers downloadable via MSDN subscriptions don't require at license key - the installer asks you what edition you want to install.  I'd recommend downloading the full installer for SQL Server 2005 from MSDN, installing it on a virtual machine for test purposes to see how the installer works.  The last thing you want to do is try to figure out how to install it as part of your rollback effort.