Security Upgrade Required Message When Starting the Yahoo! Music Engine and Songs Still Won't Play.
In some instances, you may see a dialogue box telling you about a Required Security Upgrade even though you have the most updated version of Windows XP, and if you update, songs still will not play. This is an issue with Windows Media, not the Yahoo! Music Jukebox.
Should this occur, simply do the following: accept the security update then try to play a song. If no songs play, shut down the Yahoo! Music Jukebox, wait 30-45 seconds then restart it. This should solve the problem.