Window's updates link page can't be found

I'm running W2K SP4. Every time I try to run a windows/Office update and
click on the link that installs the update, a "The page cannot be displayed"
appears and the download process ends. I can sometimes download the
individual files but not often.

I have given myself Administrative rights by putting myself in the
Administrators group and I still have problems. I have logged on as an
Administrator and stil can't do it.

The same thing happens to a XP Pro SP1 (can't download SP2) when I try to
update that system.

What is going on?