Error # 0x80072EFD - can't receive Windows updates

I'm using Windows XP, Dell Dimension 4300, BIOS A06, Norton System Works and
Norton Firewall. The last automatic Windows Update received was end July
2004. When I request all updates by Express Install, I receive error
0x80072EFD. I've reset Firewall to default settings to no avail. I'm
reluctant to order SP2 on disk because I'd still have the same problem, plus
I've seen comments from others about uninstalling SP2 and it scares me. What
to do????

try:

0x80072EFD
ERROR_INTERNET_CANNOT_CONNECT The attempt to connect to the server failed.

You receive an "Error 0x80072EE2" or "Error 0x80072EFD" error message when
you try
to use Windows Update
http://support.microsoft.com/default...b;en-us;836941

You may need to clear or reset your proxy .
start\run\cmd enter
proxycfg
proxycfg -d to deactivate
proxycfg -u to set proxy to the IE config

Stop any web, popup, filters.

Make sure you don't have any spyware,adware on your computer