I did the same thing yesterday, and tried to install this update about 5 times. Each tome I was told it had failed. Eventually, I downloaded it and manually installed it. It went in OK, and shows installed in the Add & Remove Window. However, like you, I now have 5 red crosses in the update history! I am still assuming that because I eventually installed it manually, these red x's will disappear when the Update Site realises that it is, in-fact, installed!