recently I encountered the same strange problem on two different (and never networked or otherwise connected) PC:
%windir% contains a folder "$NtUninstallKBxxxxx$" which is not accessible by any means. Obviously it's purposefully made to look like a regular Windows Update folder, but it's really NOT.
The "KBxxxxx" contains random numbers, which when put into google show no KB article with those numbers exists, so it's obviously fake.
I can view the properties of the folder, it's got no security tab at all. The attributes are 'hsdc", Windows reports 0 bytes being used by the folder. 'If I want to view the contents, it's always "access denied". I tried everything to delete it, cmd tricks, various tools, Linux Live CD, BartPE CD, nothing works. Strangely, from a Knoppix boot, the directory doesn't even show up! From a BartPE boot I can see it, but it gives the same "access denied" errors as in regular Windows (XP/W2k3).
As I said, this happened to me at two unrelated PCs in the last two weeks, one of them was heavily infected with viruses, had to reformat (XP). The other one is my main PC and it has this same problem (the folder having a different, obviously random 'KBxxxxx' number and it so far that PC shows no signs of virus activity after most thorough scans with many tools, just that omnious inaccessible folder.
Would be most grateful for any suggestions!