My problem is that every time that I turn my PC on I always have an UPDATE: The SAME ONE that says XML Core Services 4.0 Service Pack 2. KB(954430) It is the same update all the times. What could be the problem?

If you read the KB article associated with the update you are attempting to
get installed...
http://support.microsoft.com/kb/954430

It says:
This security update may repeatedly appear in the update list on Microsoft
Update or on Windows Update if one of the system files is corrupted or if it
has not been updated correctly. For more information about this issue, click
the following article number to view the article in the Microsoft Knowledge
Base:
941729 (http://support.microsoft.com/kb/941729/ ) Security updates for
Microsoft XML Core Services 4.0 Service Pack 2 may repeatedly appear in the
update list on Microsoft Update or on Windows Update