Problematic Updates with Manual Download

[Melikoth]

Hello, I'm new to the forum here, and I need some help.

I've been wanting to create an nLite-ed version of my windows XP Pro CD and have run into a small snag. I went to the windows update site and noted all the KB#'s I needed and then downloaded them all manually.

The problem is, some of the updates say that I am using a version of windows that does not match the version of the update. A noteable one is KB933566. Oddly, despite it not letting me install manualy, it still shows up in the windows update download section. Numerous files in there are listed for the x64 version, Server 2003, 2000, or Vista.

Am I doing something wrong, or does windows update simply download everything and not care if it fails to install? Any suggestions would help greatly, as I'd really like it to list no updates needed at least until the next batch of updates comes out.