Stupid MS Update keeps recurring

[icedgreentea]

Hi all, I got a problem with my Microsoft update... the update is this one:

Size: 5.4 MB

A vulnerability exists in the XMLHTTP ActiveX control within Microsoft XML Core Services that could allow for remote code execution

More information for this update can be found at http://support.microsoft.com/kb/927978

When I go to the website for support, it makes note of the issue that I have in which when I download and install the file from MS update, the update pops up again a minute later asking me to d/l and install the same file. The way to get around it though is kind of intimidating for me, esp with all the mentions of error code this and that. Can anyone break it down to what is happening if I should follow those instructions provided on the MS website?