I'm having the same problem as most of people here.
According to
http://support.microsoft.com/?kbid=836941 I tried all the steps
except "Method 6" (Proxy exceptions list).
In our company must use proxy to gain access to internet, direct connection
is disabled on firewall (Linux-based IpTables) . Only ports for HTTP and
HTTPS are allowed via proxy (Squid) and only connections opend from *inside*
are allowed.
Also "Method 2" (Reconfigure firewall) - won't help, because there (in KB
article) is not list of ports which must be opend for WindowsUpdate v5.
Therefore recommendations to disable personal firewall programs won't work
here (and our IT security administrator got into a flap when I asked him to
disable company's firewall just because of WindowsUpdate) .
So can some MSFT write me which ports, directions (in/out) and protocols
(TCP/UDP) have to be opend to get WinUpdate v5 functional ?