Heh, weird.
Do you use a proxy? If yes, disable the proxy.
Also, try this:
1. Start Microsoft Internet Explorer.
2. On the Tools menu, click Internet Options.
3. Click the Security tab, and then click Trusted Sites.
4. Click Sites, and then click to clear the Require server
verification ( https: ) for all sites in this zone check box.
5. In the Add this Web site to the zone box, type the following
addresses, clicking Add after you type each address:
http://update.microsoft.com
http://download.windowsupdate.microsoft.com
6. Click OK two times to apply the settings.
7. Close and open Internet Explorer and try the Windows Update site
again.
