Windows update post xp sp2

I have installed Windows XP Prof with SP2. After SP2 installation I am not
able to download and install Critical updates but I am able to download and
install optional software and device drivers from Windows Update website. I
tried different option like turn off the automatic update and check and
install everday so and so time, but no luck. I get a error download failed
and these critical updates were not installed. I checked all the related
services, up and running. I used MBSA and installed indvidually each critical
update it works. Any help/suggestion appreciated. I am connecting internet
through Proxy 2.0 with integrated authentication. I read an article to enable
"enable HTTP 1.1 through proxy", I tried this option also. I am able to
download the updates before SP2 install. Any help/suggestion appreciated.

Same problem, don't know what else to do. I hope someone can help us soon.