Internet Explorer > Tools > Internet Options .
Click the Languages tab .
Make sure something is defined in there .
Also , make sure your date & time are correct .
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http://v4.windowsupdate.microsoft.com/troubleshoot/
Windows Update Troubleshooter
http://www.infinisource.com/techfiles/winup-errors.html
http://support.microsoft.com/?kbid=193701
Problems Accessing Windows Update
http://langa.com/newsletters/2000/2000-12-21.htm#2
Locked Out of "Windows Update