It appeared that out of course updates had been released by Microsoft: must be very critical. Three updates (KB2518864, KB2572073 and KB2633880), all for .NET 2 were duly downloaded and installed. After very few minutes the same updates were notified. Puzzled, I download and installed them again. Deja vous followed as I was notified for the third time. Three times? Something wrong.
It turns out that the .NET updates were superseded by those released on last Patch Tuesday, 8 May.
This happened with Windows XP. It would be interesting to know if this also affected 7 and Vista.
Mr Ballmer must have clicked the wrong button.