Looks like the last MS-patch for Internet Explorer (MS04-004) wasn't quite what it should have been.

Microsoft on Thursday released a patch of the MS04-004 update that fixes Microsoft Extensible Markup Language (MSXML) functionality so that it can work properly with the changes made with the last patch...

There are three different versions available:

Service Pack2
Service Pack3
Service Pack4

Happy patching of the patch!