Windows Update installs this patch only on computers that already have an older, unfixed version of the MSXML 4.0 parser. This occurs to update the component to a more secure version.
A program that was previously installed on your computer that uses MSXML 4.0, or a Web page that you visited that requires MSXML 4.0 to be installed on the computer to run a client side script, may have installed the parser before redistribution options that do not include the SDK became available. As a result, the related menu items would not have been created.
When Windows Update installs this patch, Windows Update completely removes the unfixed version of the parser, and then uses the full MSXML 4.0 Windows Installer setup package to install the fixed version.
You can remove MSXML 4.0 and its SDK from your computer by using Add/Remove Programs. This removes the parser, the SDK, and the related menu items. However, by doing this, you might also break other existing programs that are installed on your computer and that use MSXML 4.0.