Microsoft Updates Shield?

I have my XP SP2 set for Microsoft to download Updates,but let me decide when to install them. Lately, they start to download and then starts to install them. Today, it finished? downloading a update and the shield appears that says update is ready to install, but, when I press the shield, nothing happens. It leaves for a few seconds and then returns. I don't know if it has downloaded a update or not. Can someone tell me what might be going on? Thanks in adcance for any help you can give me.
Red

 

not sure why thats going on, but try going to the microsoft updates page and installing from there. you can find microsoft updates in all programs in the start menu.

 

Thanks Guys, I went to Windows Update and confirmed that my settings are correct. The only update that I was missing was SP3 which I don't think I need because I keep my updates and patches current. Am I correct? I went back to desktop and finally got the shield icon to open. It listed 2 updates and said that it could not install one of them. I checked and found that one is for IE 7. I use IE 6. I tried IE7 once but it messed up some of my programs. One Update is still installing. I don't have any idea what it is. If they had notified me like they are supposed to, I could have refused it. I don't know why it doesn't notify me as they used to. I keep running scans to make sure that nothing is wrong. So far, everything checks out clean. Will post what ever results I find. Thanks again for replying to my post.
Red