After reformating, my computer won't accept any downloads. Can you help?

I have a laptop, and my OS is Windows XP Media Center Edition. A month or so back, I reformated my computer. Even though I'm well versed in Windows XP, the reformat didn't go smoothly because I had to use an external CD ROM. After a few tries, I was able to successfully reformat, but I still had the route in my DOS menu to go to my old OS, but if I tried to pull up anything from it, it would say that nothing was found. As a side question, is there a good website that will walk you step by step through a reformat to avoid having multiple OS' on your hard drive at once?

Now I'm not able to automatically download any of the service packs or security updates provided by Microsoft via my toolbar. I went online and downloaded Windows Installer 3.1, and that didn't help. I downloaded service pack 1 from the Microsoft website and tried to install in manually, and that failed too. Why isn't this working? Any ideas?

I've had a lot of problems with Media Center Edition, and I'm thinking I want to just reformat one last time and switch to XP Pro...