"Unable to Download Components" Adding Optional Components

When you try to add Internet Explorer components by clicking Product Updates on the Help menu or by using the Add/Remove Programs tool in Control Panel, you cannot add components from the Internet Explorer CD-ROM and you are prompted to connect to the Web. If you choose not to connect, you receive the following error message:

When you try to add a component by clicking Product Updates on the Help menu or by using the Add/Remove Programs tool in Control Panel, you are directed to the Microsoft Windows Update for Internet Explorer Web site for the latest versions of any updates.

To install additional components from the Internet Explorer CD-ROM, insert the CD-ROM, and then click Add Components.

This behavior is by design.