Windows Media Player 11 Error

I am having error on my Windows Media Player 11 whenever I tried playing a certain song. It says, I cannot play protected files because a security update is required. And asking me if I want to download the security update.
But when I clicked on that message another alert box will appear with A windows media component requires upgrading message. I clicked on the upgrade and ended up with nothing. Why am I receiving this error? I just downloaded a typical mp3 song with valid license. I can very well play these songs before upgrading to windows media player 11.
After upgrading my player, I started receiving errors and I can't play my songs on wmp. What specific security update is needed to play all my songs? I am using Windows XP Home Edition Service Pack 2. I am downloading songs on Windows Media Player online stores so I am certain that all the songs has a complete legal rights to play on the same player. I uninstalled the player on my computer then reinstall it again but still getting the same error. Does anyone know how to get rid of this error? I need to burn all my music on a DVD but I could not start because I am getting these errors.
Windows Media Player
A security upgrade is required to play this file. Do you want to download this upgrade?
Upgrading may take a few minutes
Any help will do
Thanks.
