I get the same thing. But if you look in the control
panel under ADD/REMOVE PROGRAMS it shows that it is
installed. I am running XP.

I also have the same issue, although it's only with
updates 811493 and 819696, they loop repeatedly over, and
over. As I'm typing this, autoupdate has them downloading
in the background. According to the history on the update
site, I've downloaded, and installed them successfully
almost ten times. I've searched the knowledge base for
any clues on how to fix this problem, but alass, not a
word from microsoft.

Anyone have any ideas on how to fix this?