is it ok to upgrade drm components.. if not,why not?

Please give a bit more info. Do you mean DRM as in Digital Rights Management or in what program, connection etc. do you mean???

These one sentence posts are pretty much impossible to answer

windows media player says security upgrade required. wants me to check ok to upgrade microsoft digital rights mgmt. components

I stay far away from DMR, but this may give some info:

http://drmlicense.one.microsoft.com/.../en/policy.htm

I know some have had problems after doing similar stuff (like upgrading to WMP11)

I would suggest you check with Google (an example here):

http://www.google.com/search?sourcei...onents+problem