XP Pro SP & update problem with ActiveX

When trying to update, I get the message below:


"Install the ActiveX control required to view the website
The website will not display correctly on your computer without this
control. To install it:
1. Right-click the Internet Explorer Information Bar. It's located just
below the address bar.
2. In the right-click menu, click Install ActiveX Control.
3. In the Security Warning dialog box, click Install.

Note: If the Information Bar doesn't appear, or if you've installed the
control but still can't use the website, take these steps to solve the
problem."


I found mention of this on MS support, and they suggested downloading and
running the following file:
olereg.vbs

However, I'm still having the same problem, and can't find any more help on
MS support, can anyone advise please?

Thanks,
Lukas