Installation - Explorer.exe Encountered Error And Needed To Close

The other day i tried to install a game. When I tried to open it, it told me it couldn't find d3d9.dll. When I put d3d9.dll into the right folder, it said: The procedure entry point DdEntry12 could not be located in the dynamic link library DDRAW.dll. So I thought it was a problem with the game. When I installed another game, the same thing happened. After some internet research, I found that this was a DirectX problem and that what I needed to do was update it. So I downloaded the new version and installed it but the same thing happened. Later, I downloaded an app that required Flash Player. It told me I had version 6 when I needed at least version 9. So I went to Adobe's website and downloaded and installed Flash Player 10.

But when I tried to open the app, it still said i had version 6! So I started to realize that the computer didn't recognize updates to software. So, I told myself, maybe if I update Windows, it'll work. So, I went to the Windows Update and it told me KB888162 (I think that's the one) was a critical update. So I clicked on Install and then, a window popped up telling me that Explorer.exe had encountered a problem and needed to close. This happened every time I try to update and even sometimes when I open Control Panel. (I have Windows XP, by the way).