Microsoft Update installation error

I have a computer where I have problems installing the updates.
The update is scanning and fins updates - OK
I select all files and the update downloads it - OK
After downloading it begin to installations - OK
When finish installing updates - it says none of the updates was
installed.
No error is popping up.
Just:
The following updates were not installed.
bla
bla
bla

How can I debug this ?
Any tip ?

And the yellow update icon is always visible in the notification area.
It is set to auto install updates at 3AM.