Dial-up Showed Not Connected After SP2 Installation

I fear to update Vista anymore, because there's always a new trouble with each update. First, the network icon for dial-up went off and dial-up showed not connected after SP2 installation, then bluetooth discovery went dead, after some time whole network center was behaving strangely and finally, week or two before, most strange thing started to happen after a bigger update rollup - a directory or directory link named A or B was created hidden on the system drive, which basically lead to the drive itself, but after trying to remove the directory, explorer hung and eventually went dead- hard reset needed. After a restart or in the safe mode, directory is empty and can be deleted.

After some time again, it's back, causing another hang-up. Spybot found nothing, updated ESET Smart Security is always on and found nothing, internet was disconnected, if it's a virus or malware, it's pretty unknown. Enough for my nerves- I did a complete Vista reinstall, this time I also installed Ubuntu just to have at least one reliable system ready. Well, everything went ok, after installing SP2 from offline package network icon worked ok, bluetooth and wifi as well. My happiness didn't last long indeed- after installing remaining post-SP2 updates, annoying A and B directories appeared again.... and yes, I know it would be much easier to stick with Ubuntu, but I've already spent lot of money for Vista software to just trash it, so I want to get it working well somehow.