Internet Explorer Crashes in Parallels

Hi,

I ran into a problem with Parallels 2.2 RC and accessing Windows Updates with Internet Explorer.
I run Windows XP Home as Guest on a Windows XP Guest, but I tested this also with Windows XP Pro as guest, and found the same issue here.
I installed a clean Windows XP SP1a version and I tried to update my system on the Windows Update site. But Internet Explorer crashes always when it tries to check my system for updates.
I guess it crashes when the pop up box for the ActiveX installation should appear.

Someone seen this issue before?
I can't find a way to pass this issue.

System Info:
VM settings: Default recommended settings with Parallels tools installed
AMD 64 X2 4200+
2 GB memory
NVidia 7600GT