Before you click Express or Custom at Windows Update, paste this into IE's address bar and hit enter:
javascript:void(window.g_sDisableWGACheck='all')
This is for XP only.
If it fails, try purposefully failing the validation, pasting the code when you're at the failed validation page, then hitting back on your browser (or use histoy) until you get back to Express/Custom and try Custom.
UPDATE: Take a look at the wiki entry for this!