The subject behavior is indicative of having unregistered, or damaged system files on your computer.
To fix this problem:
1. Open a CMD.exe prompt.
2. Type regsvr32 /i Urlmon.dll and press Enter.
3. Press OK when you receive the DllRegisterServer in urlmon.dll succeeded message.
4. Retry Windows Update. If the problem persists, open a CMD.exe prompt and type each of the following, pressing Enter after each. Press OK when you receive the 'succeded' message:
regsvr32 /i Shdocvw.dll
regsvr32 Msjava.dll
regsvr32 Actxprxy.dll
regsvr32 Oleaut32.dll
regsvr32 /i Mshtml.dll
regsvr32 /i Browseui.dll
regsvr32 /i Shell32.dll
5. If the problem persists, Open a CMD.exe prompt.
6. Type SFC.exe /scannow and press Enter.
7. If prompted to insert the Windows XP CD-ROM, insert it and respond to any message.
8. When finished, type Exit and press Enter.
