Cannot install SP4 on 2000 Server

I have a computer that I use at work hosting a local
domain so other computers can access printing and files on
it. I'm running Windows 2000 Server and I've tried to
update from windows update SP4 express to keep the
computer up-to-date, but I cannot install the update. I
get the following error message:

c:\winnt\system32\clients\tsclient\net\win32\tsctr c.dll
is open or in use by antoher application.

Close all other applications and then click retry.


What other applications? I've tried to close EVERYTHING
that the computer would allow me to, but to no good. I
don't have the terminal server client enabled on my
computer.

Any suggestions that will help allow me to install SP4 and
have no further problems with windows update?