Mark noticed that he got an update for Internet Explorer on Windows XP, but didn't think there was supposed to be anymore updates from Microsoft for Windows XP. Leo says that Microsoft did break its word, and they did release an update in May for Internet Explorer. It could simply be that the update didn't get applied, and it's still trying to run the update. It also could be that a hacker is posing as Microsoft to infect his system.
Mark should make sure that the update isn't coming from the browser. Mark says the update is "Malicious Software Removal Tool." Those are Microsoft's virus definitions, and Microsoft will be continuing to update those through July 14, 2015. Leo still advises using caution whenever seeing that there's an update required.
To be safe, Mark could not accept the update, and instead run MRT. He can do this by clicking Start > Run > typing "MRT" and hitting enter. He should look to see if there's an update from there.
Mark should also make sure he's running Windows XP as a limited user instead of administrator. That way, the malware won't have the ability to install itself. He should avoid using Internet Explorer as his browser. Chrome and Firefox are both kept up to date, and are reliable. He shouldn't install software from unknown sources, or be fooled by unknown sources pretending to be a known source.