If you are curious to find out what is updated in Visual Studio 2008 and .NET 3.5 SP1 there is an easy search 'trick' you can use within the online MSDN library documentation.

What you can do is go to the MSDN pages at
http://msdn.microsoft.com/en-us/library/default.aspx

and there you enter in the right top search box (the one that said Search MSDN with Live Search:
"SP1 feature change."

The reason is that in the MSDN library the Service Pack 1 documentation is marked with a change remark on the bottom of the MSDN article. So if you go down to the bottom of one of the found pages you'll find a change history table. The Service Pack 1 items are marked with the reason "SP1 feature change.". 

So if you want to find information related to the bugfix I entered and was fixed in SP1 you can go and search for:
"SP1 feature change." Protected Document

If all goes well you'll find among others the pages:
http://msdn.microsoft.com/en-us/library/microsoft.office.tools.excel.workbook.protectdocument.aspx
http://msdn.microsoft.com/en-us/library/microsoft.office.tools.excel.workbook.unprotectdocument.aspx

Changes to Cached Data not saved in password protected documents

So why did I write all this down? I was searching for the documentation on the bugfix for the bug that I entered on Connect (connect.microsoft.com). I was happy to see that not only the bug was fixed, but it was also documented:
http://msdn.microsoft.com/en-us/library/cc668203.aspx

By overriding the Document.ProtectDocument method and the Document.UnprotectDocument you are as of Service Pack 1 now able to unlock and lock the document to give the Cache the opportunity to save the data without having the document crash.

So if you had protected documents and you weren't able to make the Cached Data work together with these documents, quickly move over to SP1, research the documentation above and fix your project!