I Don't F***ing Believe This

[Fyron]

Search your Windows folder for "legitcontrolcheck.dll" to see if WGA is installed. If so, try going into IE's settings and disable the Windows Genuine Advantage activex control. If the DLL is there but you get nothing in this dialog for it, try deleting the DLL, then install the WGA again. If it does not exist, or the last step fails, remove all registry entries related to "legitcontrolcheck" and "windows genuine advantage," then try again.

You do not need SP 2 to install WGA; it is installable on all Windows (that are still supported by Windows Update, anyways).

Once you get your system updated, I'd recommend uninstalling WGA by deleting the DLLs and removing the registry entries, due to its periodic spyware phone home activities (which are independent of actually using Windows Update).