GR I have started this new sub-thread from your original post because these forums have a 'post limit' on sub-threads of about 12 posts. We were closing on that limit, hence replying to you here.
Replying to your Tell Me That Again reply.
I don't have an answer for the two apps that won't install I'm afraid. Perhaps the Event Viewer might point to some area of difficulty. After attempting, (and failing), to install either of these apps, if you head over to XP's Event Viewer, (Start > Run, type in eventvwr.msc and click OK), and look at the entries under Application and System for any errors for the time of the failed install. Double click any entry for more details, and the Event ID # can be Googled, (eg Google: XP Event ID 1051, etc), may help you track this down.
About the Windows Updates. Again, no real ideas, but here's a thing I noticed. Your security applications and scanners;
1] You stated you use ZoneAlarm Security Suite, (Firewall, Anti-virus, possibly anti-spyware?), and then you say you will install ZA in favor of McAfee.
The general rule is, only one Firewall and only one Anti-virus can be installed. Having two or more of each will cause conflicts. Firewalls will conflict with each other as one attempts to allow internet access to some program or other and the other will refuse. Anti-virus's will conflict as one app will attempt to check a file, causing the other to notice and attempt to check the same file, causing the first to try and check... and so on.
Make your decision which firewall and which anti-virus application(s) to use, and uninstall the other. Uninstalling these can be difficult, so visit the application's web site or Google and look for specific uninstallers.
2] Spybot Search & Destroy;
Sadly this is not the utility it once was, especially if you use it's Advanced Mode "Tea-Timer" component. Spybot now does not fit in well with todays firewalls and anti-virus applications, and we recommend uninstalling it. If you decide to do this, do it in a controlled way, eg, disable the Tea-Timer, (Spybot > Mode > Advanced > Tea-Timer), reboot the system, then uninstall from the Add/Remove applet in the Control Panel. Rebooting allows XP to reconfigure the registry to remove any Tea-Timer keys and values.
3] Any other security utilities you have that Load at Startup and run in the background, eg Malwarebytes' Anti-malware, CWS Shredder, HJT, RootKitBuster, RUBotted, remove them all from starting up and just use them as manual scanners.
Any of these might be preventing Windows from updating, or even those two apps from installing.
4] Have a look at Microsoft's guidance on this here;
Although not exactly the same issue, it is similar.
5] Although that Microsoft KB doesn't mention it specifically, try visiting the Windows Update site manually, (Start > Windows Update shortcut link). That will use Internet Explorer. Let the web site scan your system, then see if you can download and install the updates from there.
6] Firefox. It's strange that with all your security apps and scans you are having a problem with a tracking cookie. Look at all of Firefox's Add-ons, (Tools > Add-ons), and see if there are any there you didn't know about and/or don't need.
You could try a speciality cookie remover like the free version of CCleaner. It is non-intrusive, meaning it won't automatically set itself to load at startup. But note the following precautions;
a) If you decide to install CCleaner, watch the install process carefully. The free version used to attempt to install the Yahoo Toolbar. You don't need that and can suppress it from within the install process.
b) If you run it, all browsers must be closed down. It will remove all cookies, so any login details you have, eg CNET, will be deleted. You can save specified cookies from CCleaner's Options > Cookies.
c) Do not use CCleaner's Registry cleaner. Unlike others, this registry cleaner little harm, but nevertheless it is not needed.
I hope that helps.