There is a strong possibilty that you are having trouble because Windows Update is busy because of the updates that were released yesterday, although, I just clicked on your link and I was brought right there. This Microsoft link has 2 pages on it for other possiblities. See if one of them pertains to you.
WinXP SP2, IE 6
Error: Automation server can't create object
When I click on "OK" in the pop-up window I.E. just sits there with a blank page.
Until recently Windows update worked fine...
Any help is appreciated, thanks