At the very bottom of this page, there is a link that will popup an explanation as to why.
I was helping a friend who has Windows ME. I saw that Microsoft had stopped updates for ME after July 1st.
When I tried to update his free Zone Alarm firewall, it came up with a message that the ZA update wasn't compatible with Windows ME.
I had no problem updating ZA on my own computer which has XP SP2.
Any comments appreciated.