Update keeps quitting

Hey there

I have my update set to notify me before a download and install right and
everything was going okay until this Tuesday. I was informed that updates
were waiting, I checked the list of what they were and clicked 'download' ...
it vanished after 2 seconds which is impossible because I'm on dial-up and
those updates were about 15MB. So I went to the Microsoft page where it tells
you what updates you have and I was only current until Monday. Now, tonight,
the same thing happened and I'm wondering if it has something to do with my
firewall or anti-virus or is it some virus.

Any help in this matter would be appreciated much.