If Windows Update complains that you must be an Administrator on XP Pro to install updates, your account is in truth an admin account, and you have at some time logged on to a domain, that domain logon may have disabled your ability to perform Windows Updates. Open 'regedit' and go to the branch
find the key named "NoWindowsUpdate" and delete that key.
It may or may not be there. Continue to next step.
You may also need to change the permissions on this branch:
Find and Highlight
From the Edit menu select Permissions. Give Administrator and System 'Full Control' and 'Read' permissions. Exit regedit and reboot. Then revisit Windows Update and you should be able to install updates.
Note from Allan (Forum Admin): You can also visit this link (Windows Update Troubleshooter):