I'd install Service Pack 1 for IE first then see if the security patch still shows up in the list at Windows Update.
I'd do it in this order: Win2K, Via4-in-1, Miniport, SP3 (I've had no problems with it and does have some improvements/bug fixes), DirectX, video drivers, IE 6.0 w/SP1, Windows update for the rest.
JohnE.