Administrator privileges

Hello, I reinstalled XP Pro all went well. I did all the updates and
installed Norton 360. After a couple of days I log on and the security alert
shows up saying I have no anti virus or firewall installed. Norton saying
everything is OK.!! I then try to see if there are any more windows updates
and it won't alow me to download it comes up with the below
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Please change your Internet Explorer security settings
To save changes to your settings for this website, you need to enable
userdata persistence for Internet Explorer. Complete the steps below, and
then click Change settings to the left and try saving your changes again.
In Internet Explorer, on the Tools menu, click Internet Options.
Click the Security tab, click the Internet security zone icon, and then
click Custom Level.
In the Settings dialog box, scroll to the Miscellaneous section.
Under Userdata persistence , select Enable.
Click OK and when the security warning dialog box appears, click Yes.

Read more about steps you can take to resolve this problem (error number
0x800A0046) yourself.
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I try the above and it is already enabled. I follow the directions of
Microsoft resolution 0x800A0046 but when I click on OK of "Impersonate a
client after authentication policy" "Service and Administrator " it says
"administators and SERVICE must be granted the impersonate cliant after
authentication privlege" when I restart it says comands not saved.
MSC Messenger also won't log in. Skype workes fine.
Everything else seems to be working fine apart for the security alert &
update problem. Can anyone help me get full control back????