I got mine through Windows Updates about 2 hours ago. No problems.
The only weird thing I saw was a message before the install started telling me that;
"Windows Explorer, Firefox, (open at the time), and my Firewall had to close for the install to proceed correctly".
Never seen that before and I assumed that the install would close everything down for me. But it didn't. There was just a reboot, (restart), of the computer and all was fine.
Has anybody installed IE9 through windows update and did you have any problems? I would like to know before I try. Thanks