This error occurs when Windows Update can’t download and install the Windows Update ActiveX component. This problem sometimes occurs when a firewall blocks the download of the component. If you’ve verified that your firewall isn’t causing the error, a possible solution for the problem is to add the following sites to the Microsoft Internet Explorer (IE) Trusted Sites zone on the system on which you’re using Windows Update:
http://windowsupdate.microsoft.com
http://v4.windowsupdate.microsoft.com
https://v4.windowsupdate.microsoft.com
http://v5.windowsupdate.microsoft.com
https://v5.windowsupdate.microsoft.com
http://download.windowsupdate.com