Proxy Server 2.0 and Windows XP

I have not been able to get Windows Update to work since version 5 was
installed. Access to the Internet is through Microsoft Proxy Server 2.0
running on a Windows NT 4.0 SP6 box. Windows 200 machines update fine.

Each client PC uses Microsoft Proxy Client to access the Net throught he
Proxy Server.

I have tried all the suggestions I can find and nothing has worked. I have
found postings from other people with the exact same problem, but there were
no replies that worked, for me or for them.

Proxy Server 2.0 configuration must be the problem, but I don't know what to
change.

Suggestions fro ISA server do not apply since the options are not in Proxy
Server 2.0, at least as far as I can see.

Help would be greatly appreciated.