XP SP2 updates require restart

[#1]

My Teenage kids desktop is behaving oddly - I dont know for how long because teenage kids are not communicative.
At shutdown there is the windows security symbol and a prompt to shut down to install important updates. Despite being shutdown and left cold overnight a few times this just wont go away ie at shut down it still has the symbol and the request to turn off. At turn off it goes through the usual spiel of "dont turn off.  windows will shut down on its own once its finished the update". I ran a windows update manually ( i have automatic updates set for this machine) and it didnt find anything much outstanding just some office 2003 updates and a net framework update. My next ploy is to roll back a few weeks using restore. I suspect the net framework  update is the problem as it shows as 0kb with 0 seconds to download!.
Anyone else with similar or any ideas to resolve.

[#2]

On running CCleaner registry check after the recent XP update, which included the .net update, it reported that many redundant entries to .net 1.1 had been left behind in the registry. I allowed CCleaner to delete these and have had no problem after. Could be worth a try.
Cliff

[#3]

Thanks.
I'll have a go at this and be extra careful not to have any typos! Is it really as simple as following the steps you have outlined  given that  haven't a clue what this is actually doing. Can you give me a confidence rating? or a worst case scenario if I end up cocking this up.

[#4]

I told you I would cock it up. Did the CCLean but
After typing in REGSVR32 WUAPI.DLL I get the ...succeeded message, click OK and then.
Nothing - what do you mean by open box