2 things I'd suggest:

Firstly - as GrApHiCTrOn mentioned, turn off system restore. If you need help doing this you can get instructions for either ME or XP here:
http://vil.nai.com/vil/SystemHelpDoc...SysRestore.htm

Secondly - make sure your either logged in as the local administrator or a user with administrator privilages. Some WindowUpdates require you to have administrator privilages when installed, or they won't be able to make some of the needed changes...

If that don't work - let us know, and also let us know which patch it is you're having problems with...

Hope that helps,
RRP