Cannot Download After Update

I have a brand new Windows XP computer hooked up to a 2003 AD. The first
thing i do when it comes out of the box is apply all updates. There is an
update that i install, don't know which one it is, that prevents domain users
from downloading anything from the internet. I get a message that the file
doesn't exist. I can move them to the power users group and they can
download fine.
I have successfully downloaded with a domain user prior to updating but
after updating is when i started having problems.