And XP is no longer patched that almost any rogue app could have done this. Let's hope you have backups if it all goes south.
Be sure to try this in a NEW ADMIN ACCOUNT. And scan for bad things with Grif's help.
https://www.google.com/#q=xp+can%27t+disable+updates has priors and other ideas.
I have a desktop running Windows XP Pro SP3. Using the Control Panel option I have set Automatic Updates to"Notify me but don't automatically download or install them". Obviously with Windows XP I don't get too many updates, however, periodically I get the message in the system tray that there are downloads waiting to be installed. When I check the Automatic Updates window in the Control Panel I find that the setting has been changed to Automatic Updates.
As I like to know what is being downloaded, I ask why is this happening and how do I fix it?