MS security analyzer question

I ran the latest version of microsofts security analyzer 1.2.1 and it tells me tha my MSXML.4.0 is sp1 and needs to be updated to sp2. I have already downloaded the sp2 update foe xp?
What is msxml.4.0 and how exactly do i update it to sp2?

Here is a link for the update but a bit confusing to me?=

MSXML.4.0 update

Download just the msxml.msi file from that page and run it.

MSXML is MS' version of the XML programming language. It is embedded in several apps, such as MSSQL.

More info here:

http://msdn.microsoft.com/xml/

Thanks guys for the help. ;)