Just got two updates from the automatic Windows (XP) updates, not via the IE browser. One of them, July's "malicious software removal tool", was installed properly. The other one, KB928365 for .NET Framework 2.0 was not
installed. It says that it is installing properly and I click OK. Then after a few seconds the yellow tray icon appears again, and Windows wants to install KB928365 again. I reboot - and once again get the option to install KB928365 before shutting down. Also, I tried Microsoft Update via IE7, and it says "successfully installed", but it keeps coming back!!!
/LAEDIT: I reinstalled the whole framwork, and then two old updates plus this new one - everything works now. A moderator may change this thread's status to resolved.