With Microsoft XML Core Services (MSXML), formerly known as the Microsoft
XML Parser, customers can build XML-based applications that follow the World
Wide Web Consortium (W3C) XML standards. MSXML is a Component Object Model
(COM) implementation of the W3C DOM model.
You are right, http://support.microsoft.com/kb/933579 is a security update
for the Microsoft Core XML Services (MSXML) 6.0. But usually you may update
the fixes by executing Windows Update.
If you want to learn programming with MSXML, you may start here: