Games for Windows – LIVE: When installing from the client, you receive an error message: “Can’t install item (0x800B0003)”

When you try to download or install from the Games for Windows – LIVE client, you receive the following error message:
Can’t install item (0x800B0003)
Note You receive this error message only in Windows XP. Windows Vista already includes this update and should not experience this error.

You cannot install a software package because the WinVerifyTrust function in Windows XP cannot validate the certificates for large signed files. This problem typically occurs when the signed file is larger than 500 MB.

Things to try:

Install an update:
http://support.microsoft.com/kb/960554

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