MS XML Parser 3.0 SP 4

I keep hitting dead ends. I've tried numerous ways to get WU but it revolves
around my error "0x800A01AD". The latest is trying to get the above to
install on my computer. When I download the file "msxml3usa.msi" a screen
pops up saying "Windows cannot open this file: msxml3usa.msi To open this
file, Windows needs to know what program created it. OR when trying to
download directly from the website I get the same message but with the file
name "msxml3usa[1]. msi. I've attempted every suggestion from this group but
nothing has worked yet. I've installed the following, CW shredder, Bazooka
and i've got McAfee and Adaware already. Ran in Safe Mode. I have XP.
Thanks