Internet Explorer Information Bar Missing

Microsoft Update suddenly stopped working for me. I know that in general I
would click on the "Internet Explorer Information Bar" and choose to install
an ActiveX control and Microsoft Update also directed me to do so, but this
"Internet Explorer Information Bar" is entirely missing.

I tried a lot of different things that I can find from the internet, such as:
- Use the trusted zone
- Lower security settings
- Clean IE cache and downloaded files / programs
- Disable anti-virus
- Disable firewall
- Check all auto-update related services are running
- Check security-bar registry entries are enabled
- Check spyware
- Reboot
- etc.

But none helped. I'm running Windows 2003 server SP1.

Any ideas?

Thanks.
- alex