That's almost all beyond me - I just have IE as a Blocked Application.
Windows Update Service is Disabled and I occasionally install an update that looks necessary. I've seen too many topics where WU has borked things.
Yes, other browsers have insecurities but most are fixed quickly and are minor anyway. Also Opera and Firefox are civilised to use (FF with extensions) and IE is cr@p.
What total nonsense, there is absolutely nothing wrong with IE9 and blocking WU is just ridiculous. I have never had a problem stemming from a Windows Update in any version of Windows I have run. Win98SE, XP Media Center and Professional editions, Vista, and now Win7 have always applied every update without a single problem coming up afterwards. I have never had to uninstall an update.
Getting back to the popup, when it came up on the XP machine, I did click the link and guess what, it opened in Chrome which is the default browser on that machine. Maybe Opera wasn't recognized because it's too obscure, who knows?