This doesn't pretend to be a comprehensive guide to Windows Update. It does, however, share with you some tricks I've found helpful when my Windows machine refuses to download updates.
This page is "browser friendly". Make your browser window as wide as you want it. The text will flow nicely for you. It is easier to read in a narrow window. With most browsers, pressing plus, minus or zero while the control key (ctrl) is held down will change the texts size. (Enlarge, reduce, restore to default, respectively.) (This is more fully explained, and there's another tip, at my Power Browsing page.)
In general, I would advice most users with broadband internet to leave their computer set to download and install their Windows updates automatically. This won't spare you from all problems... just give you what I think will be the least annoying problems... for most users.
There are reasons some users... like me, on several of my machines... would NOT want to have updates applied automatically. If you make that choice, consider very carefully how you are going to remember to do them "by hand" from time to time. Few users should never do any updates.
Throughout, I'm discussing doing Windows update, not the broader Microsoft update.
Always consider doing a restore point before embarking on updates of any kind, especially Windows or driver updates.
I'm using Internet Explorer (IE), version 6. You have to use IE, by the way, not the superior Firefox. Also, you have to allow ActiveX controls. (They can be blocked by browser settings, anti-malware settings, router firewall settings.) As I write this, July 09, I am also mostly using Windows XP, SP3
When I use the link from the red shield in the system tray to try to invoke an update, IE launches, and tries to access....
... and tries, and tries. Eventually I get.....
"Page cannot be displayed"
I sometimes try to access...
.. due to a note I made once. But If I don't get through to the first, I don't often get through... easily... to the second.
Sometimes, if your computer is behaving as above, you can get updates to proceed simply by opening the browser's "Manage Add-Ons" window. You don't need to close the window which is either trying to reach Microsoft or telling you "Page Cannot Be Displayed". Just click Tools | Manage Add-Ons, and wait maybe 20 seconds. The update process may get rolling. (In which case, close the Manage Add-Ons window, and carry on.)
If just opening the Manage Add-Ons window doesn't do the trick, turn off as many of your add-ons as you can bear (you can switch them back on again later), and try, try again. As I said, sometimes you don't have to close or re-invoke anything. But of course if the simple answer doesn't work, then shut things down and restart them. Maybe just IE, maybe the whole system.
Good Luck! I hope you won't need this page often.
Another thing you can try is clearing your caches. To do that, you click Tools|Internet Options| General tab.
I always elect to use "Custom" update when doing an update manually. It lets me see what Gates is doing to my system this time... well, lets me see more than I will otherwise. It also allows me to defer things I Don't Want. But be careful with picking and choosing. Some things may be mutually dependent.
Updates, Windows or other, can be annoying. Sometimes your system is at state "A", and it needs to be at state "C". It is not always possible to do that in one cycle. When you have reason to be especially careful:
On a good day, the system will say "Your machine is completely up to date." On others, the second (and third, and fourth...) update attempt will reveal further updates to be downloaded and installed.
....... P a g e . . . E n d s .....