you have to have sp3 installed for securities essentials to be installable. be sure you have the sp3 installed as well as the latest update labeled as sp4 even though np sp4 cd or file is planned to be issued. here is the sp3 link
it's an iso and has to be opened and burned to a dvd/cd to run. it may not be available from auto updates if your pc has only sp2 as ms ended all support for xp sp2 users a few months ago.
I have an old Laptop which has windows xp home edition installed, i tried to download Microsoft Security, it go so far then and said the version i have is too old to Install, is there a way around this?