Can't set to recieve Windows Automatic Updates, please help

Hello,  I recently had to format and reinstall windows xp in my dimension 8200.  After reinstall of Windows XP I installed AVG 6.0, Zone Alarm and Ad Ware SE Personal.  Now when I configure my machine to get Automatic Updates from Microsoft update site, it doesn't update and I know I have critical updates to put back on my machine, I have tried setting it to different times and nothing happens. 

I have tried setting it to, "download updates for me but let me choose when to install them", but nothing happens there either.  I have tried, "Notify me but don't try to automaticly download them or install them and I do get the Windows Update icon in my system tray and I get a message that there are new updates to download and install and I unchecked the nvidia driver update and chose the SP2 update to download but nothing is happening. 

Can anyone tell me what I am doing wrong or what I can do?  I hope someone will be able to help me.  Thanks.