Yes, I know it's been asked before! :) - Error number: 0x800A0046

This is the message I keep receiving while trying to run a Windows Update
(express). It hasn't worked for months on my work computer - Windows 2000.
I turned it off, but of course realized "out of sight, out of mind" is
what's happening!
I've read a LOT of answers to this situation, but so far, either I don't
understand them OR they haven't worked! However, I did try the following
suggestion, and of course, to no avail!
Any help would be appreciated!

Thanks,
Cindy

"Please change your Internet Explorer security settings
To save changes to your settings for this website, you need to enable
userdata persistence for Internet Explorer. Complete the steps below, and
then click Change settings to the left and try saving your changes again.
In Internet Explorer, on the Tools menu, click Internet Options.
Click the Security tab, click the Internet security zone icon, and then
click Custom Level.
In the Settings dialog box, scroll to the Miscellaneous section.
Under Userdata persistence , select Enable.
Click OK and when the security warning dialog box appears, click Yes."