>>>Do you have any anti-spyware programs running? I've seen those mess up activex installs....
>>
>>I have shutted down SpySweeper. Then, I tried to install again the three new updates of this morning. It failed again.
>
>Is there a way you can download the activex install, save it, then try running the install from the saved location?

It sounds like your WGA thingy if failing....

http://www.microsoft.com/communities/newsgroups/en-us/default.aspx?dg=microsoft.public.windowsupdate&tid=2c816f35-1b2f-43aa-87de-f3f764f4c9d9&p=1