Hi!
Frequent new-user/upgrade (XP) download problems and restrictions are often caused by your browser (IE5 or higher, normally) having it's security settings set at MEDIUM (or HIGH)which negates its ability to process/download JAVA or ACTIVEX scripting. The ms updates system works through this medium as do Mcafee and other download systems.
You can change your security setting through the IE TOOLS>INTERNET OPTIONS>SECURITY>CUSTOM LEVEL tabs on the drop-down menus and subsequent selection tabs. Select ENABLE and LOW settings on all of the click items listed, then press RESET. Close IE and then reopen it. You should now be able to download Java/Activex restricted sites - including McAfee and Windows Update. This fix also applies to other Operating Systems [WIN98/SE/Millenium]. Often (due to over-anal security fixations) people set their security settings to HIGH or leave them on the default MEDIUM setting, which disables Java and ACTIVEX etc.
Try this adjustment and see how your download goes. You can reset to MEDIUM or HIGH security afterwards if you like!
Be advised that if you use DIRECTX for gaming or the like, you cannot uninstall it without screwing up your operating system [into which it imbeds itself]. The only answer then is to re-install your OS and start all over again!
One final tip - before trying to update old/download new Browsers (IE6/Netscape7) ensure you disable or uninstall your anti-virus software - or you will again completely screw up your Operating System and may have to re-install it from scratch or work for many hours trying to fix the mess you just (inadvertently) created!
Hope this helps.
Oracle