Depending on how your computer is setup using Windows XP, it is also possible that the update file did not extract or unzip everything to the correct place. My other computer consistently never runs the update correctly. Basically if a MS-DOS box does not pop up and show you a bunch of files moving it may not be installing fully.
The nice thing is that the executable can be extracted manually. I always have to extract it like a regular zip file, making sure that the keep folders option is activated. That’s been my problem when I got no examples.
Also note that the updates all expect your WindRiver is installed on c:\WindRiver. If you happened to “override” the install location to somewhere else, the updates will be applied to the wrong place.