I am using Windows XP Home Edition, Version 2002, Service Pack 2. This
problem is regarding to Automatic Updates. In Automatic Updates of Control
Panel, I selected the option "Notify me but don't automatically download or
install them."

Whenever there is an update, a yellow sheath-like icon with a black
exclamation mark in it will appear in the notification area of the taskbar.
Then, I will double click the icon and click "Download". Here comes the
problem, either the download window will not minimize down to the
notification area (which means I cannot see the yellow icon, and the
downloading might have given up itself automatically) or the download will
just last for a few seconds (which means I will see the yellow icon, but the
downloading will give up for a few seconds later). This will not happen when
I download it manually from the Microsoft website.

Any solutions for this?

Jeremy.