It may be hanging on some partially downloaded update information still on your hd. Try deleting all of your temporary download folders associated with windows (temp install directory, temp ie directory, windows update temp directory), and start the update again.
Thanks, that is exactly what I was getting. However, I tried using a different ISP and found that the update worked just fine. It found 2 Critical Updates and installed them. I did have Download and install Critical Updates Automatically selected, but obviously that hadn't worked.
Thanks, I've bookmarked the site. I'm afraid that it also locked up. It seems that the problem is with NTLWorld, who I use as an ISP. Like I said before, other ISPs seem to connect and download fine. Must be some conflict between NTLWorld and XP drivers.