OK, if you are an XP user, you have a utilty on the computer to back up the last know "good configuration" of XP. That would be, ideally, one where there are no glitches, viruses, etc. The problem a lot of people are having is in not maintaining good computer "hygiene". The don't have their registry files cleaned (this means letting a utility "clean" all the unneccessary files out of the main repository of program validating files. Think of it this way, your registry is like the path of a street grid, if you delete a program or file, it's just like tearing down a house that a street runs to...all of a sudden you have a street running into nowhere.
So the moral of the story is...clean out your cookies, temp files, clean your registry (there should be a utiliy...go to Start>Programs>Accessories>System Tools...there you will find a "disk clean up" utility as well as a System restore. If you go into the system restore, it will go back to the configuration before XP SP2 if it hasn't already overwritten too many files. Usually, if it WON'T work, it will give you a dialouge box that tells you it won't.
I DO recommend ordering the free CD from Microsoft...anytime you download something from the internet, there is a possibility of it missing a file, or part of a file, or a file path, or ...you get the idea.
I fortunately did not experience the same problems that others did, but I have a cable modem where interuptions or "line noise" could possibly corrupt the download process. Waiting for the advanced update won't hurt you, especially if you have good virus protection and also since XP already has a "firewall" integrated.
Remember, you can go into your browser and got to Tool> Internet Options> General...from there you can delete offline internet files and cookies. You need to do this AT LEAST once a week for dial up, and every session for Broadband or DSL.
Hope this helps and doesn't confuse too much.
good luck, your sk8m8....mark