Windows Update

I cannot download updates directly from Windows Update site. I get notifications that windows is downloading updates. I would like to know if there are any drivers I can update from the site as well. I am running XP sp2. Seems I've tried everything I read on the net but still can't get it to work. This is the message I get -

Checking if your computer has the latest version of Windows updating software for use with the website…

The website uses ActiveX controls to determine which version of the software your computer is running. If you see an ActiveX warning, make sure the control is digitally signed by Microsoft before installing it or allowing it to run