Microsoft .NET Framework Fails -> Cannot update windows protected files

I've been trying to figure out how to get SP3 of Microsoft .net
framework to install. I have XP MCE 2005. First, the setup failed
from windows update. Then I downloaded the update from the download
center, when it prompted for netfx.msi. I found the KB article that
dealt with this, and I followed their directions. Then, at with "2
seconds" left on the installation of the update, I get this Error:

"Error 1933.The windows installer service cannot update one or more
protected Windows files."

I can't find anything about this in newsgroups or google. I appreciate
any help in solving this issue.