This may be that your Windows XP machine has not fully updated its own Windows Update Agent.
To fix this, you should first ensure that you are running on Windows XP Service Pack 3. Once you are, you should then download the Windows Update Agent 3.0 which you can get from the link below.
When you have downloaded the correct version for your machine, you should start a command prompt in admin mode and run the following command:
Once this has completed, restart your machine and try to run the Windows Updates again, you should now find that they run without issue.