So I found the following article...
http://support.microsoft.com/kb/900935
Method 3: Internet Explorer is configured by using a user-defined proxy
server value
If the following conditions are true, the Windows Update client uses the
user-defined proxy server to connect to the Internet:
The Windows Update client cannot locate a proxy server by using automatic
detection or by using an automatic configuration script.
A proxy server is defined in Internet Explorer.
To view the user-defined proxy server value, follow these steps:
Start Internet Explorer.
On the Tools menu, click Internet Options.
Click the Connections tab.
If you connect to the Internet by using a proxy server on the local area
network, click LAN Settings. If you connect to the Internet by using a proxy
server for a dial-up or VPN connection, click that connection, and then click
Settings.
Note the value that appears in the Address box under Proxy server.
which identifies how I'm configured, but doesn't show me how to get those
settings into windows update, where's the 2nd half of the article that talks
about how to fix it? I know what it is currently....