Try closing your antivirus program, and all your other user programs.
Click on one of following links to a) download the update file directly (these URLS are only for Windows XP ), b) save to your local system, c) close your browser , d) (with no other user programs open) run the file that you saved (double click on the exe file you downloaded).
The links are at the MS Download Center (not Windows Updates).
For XP version only of update for Microsoft Security Bulletin MS05-036
Vulnerability in Microsoft Color Management Module Could Allow Remote Code Execution (901214)
Short link
http://tinyurl.com/7zth5
Long link
<http://www.microsoft.com/downloads/details.aspx?FamilyId=C5BCF2DB-ADCE-42BD-ABEE-1380F258158B>
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Maurice N
MVP Windows - Shell / User
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"MsTherapy" wrote
>I have downloaded but am unable to install Security Update KB901214 "Color
> Management Module" for Windows XP. My numerous attempts to install have
> resulted in failures. The installation process begins and appears to install
> about 1/3 of the file, then I get the Microsoft popup that says Windows has
> encountered an error and must close. Of course this shuts all open windows
> down and stops the installation.
>
> I'd love suggestions!