Windows update
 

Trying to update a new installation of XP Pro. I get the message that my IE security settings do not allow Acive X controls to work. I downloaded and installed a new copy of Active X but still get the same message, and the update will not proceed without being able to find the Active X stuff it needs.
I tried various security settings on the firewall and IE, took it all out, went to allow all cookies etc, but to no avail. Clicking on the yellow advice bar only gets me to the help menu and there is nothing in Help that tells me what to do. Can anyone help please????

In IE, go to tools>options>security, check that microsoft update is in the "internet" or "trusted sites" zones.
You don't download a new copy of ActiveX as such; when you visit a site that requires such a component it should pop an alert near the top of the screen. Click on the alert and in the menu that appears, allow (install activex) it.