Data components is the normal service pack, Sql2ksp3.exe that you already installed.
Analysis Services is a special component of SQLServer, that you could have installed while installing SQLServer. If you do not know it, you probably won't need it.
It is has its own service pack, Sql2kasp3.exe and you can install it after the data components service pack. I am not sure if it is necessary, just never got the idea to do it first.