Automatic update will not stay marked

When I select Automatic, or Download updates for ... or Notifiy me ... they
do not stay selected. When I turn the computer off and then reboot the
selection always ends up being on Turn off Automatic Updates.
I did a run services.msc and set the settings for Automatic Updates,
Background intelligence, and Event log, but this did not help in keeping the
selection that I want.

I am using WindowsXP with SP2 and have got some stuff updated, but there are
more items to down load. I would like to be able for the selection I make
for the type of update stay selected and not keep going to Turn off Automatic
Updates.

Any help in this matter will be appreciated.
--
Paul Koluvek