Windows Update keeps telling me to install this update, I have installed it several times.

Go here (MS03-013: Buffer Overrun in Windows Kernel Message Handling Could Lead to Elevated Privileges)
Verify that the patch is installed on your computer and you have the correct versions of the files and registry entry.
If 811493 is properly installed, try this. (xp_Q8811493_fix.vbs -Prevents Windows Update from Prompting to install Hotfix KB823980)

If 811493 is not properly installed:
Reboot
Go to Add/Remove Programs in the Control Panel
Go near the bottom, look for 811493, double click to uninstall, follow prompts.
Reboot.
Disable all unnecessary applications including firewall.
Install patch manually (MS03-013: Buffer Overrun in Windows Kernel Message Handling Could Lead to Elevated Privileges)
Reboot.
Try Windows Update.