Microsoft Update on Start Menu doesn't start the process

I have Windows XP SP2 and all updates installed.
Start> All Programs> Then either Windows Update or Microsoft Update,
neither open the web site.
The shortcut for Microsoft Update properties: C:\WINNT\system32\rundll32.exe
C:\WINNT\system32\muweb.dll,LaunchMUSite
The shortcut for Windows Update properties:
%SystemRoot%\system32\wupdmgr.exe

What now!

I should add that automatic updates are all up to date.
"Chuck Davis" <newsgroup at anthemwebs dot com> wrote in message
news:...
>I have Windows XP SP2 and all updates installed.
> Start> All Programs> Then either Windows Update or Microsoft Update,
> neither open the web site.
> The shortcut for Microsoft Update properties:
> C:\WINNT\system32\rundll32.exe C:\WINNT\system32\muweb.dll,LaunchMUSite
> The shortcut for Windows Update properties:
> %SystemRoot%\system32\wupdmgr.exe
>
> What now!
>