I'm a 56k dial-upper myself so I know what you mean. If you live in the US, I could mail you a CD with the patches you would need as of Dec. 14th, including SP4, WMP9, DX9.0C and full IE6SP1 installers, plus something I called "fastpatch."
Fastpatch is a batchfile that runs most of the the necessary post-SP4 security patches in one big batch, and then QChain.exe at the end, so they come out properly at the reboot. It patches issues in Windows, IE6, WMP, MSXML, MDAC, MS Java engine, and even WordPad :Q If you're in the US then send me a PM with your mailing address and I can send that off maybe Monday or Tuesday.
AVG would let you know if you had the worms I was thinking of, and ZoneAlarm would keep them out if they had not gotten in, so maybe I'm on the wrong track there. For the moment, log on with an Administrator-class account and go to C:\WINNT\SYSTEM32\DRIVERS\ETC and you'll see a file called HOSTS. Right-click > Open With... and choose Notepad. Make sure the only IP address in there is
127.0.0.1 localhost
and if there are others, delete them all.
BTW, a couple other things that can keep Windows Update from working: ActiveX disabled, or the system time is badly off.