I am running XP Pro on one of my PC's and had a problem with a couple of updates after they had succesfully loaded themselves half a dozen times (took me a while to realise it was the same one each time!) I followed the instuctions I found in Windows help:
Next time the update icon appears right click and open the check 'manual install' which will then allow you to see which updates are attempting to load, check or uncheck as required, check the one that's giving you the trouble uncheck all the others (if there are any) then check the box at the bottom of the window which says hide this update. You'll never hear from the pesky blighter again (unless you want to which you can).
Hope this helps