Windows Update on my W2k machine stopped working when they changed the web page layout a couple months back. I had to download the server package of SP3 and run it from my machine instead of letting Windows Update decide which components I needed and only downloading and installing them (125 Meg - thank God for DSL). I was hoping installing SP3 would fix this but it didn't. I have a nearly identical machine which does not have this problem. I did upgrade to Zone Alarm Pro around the same time on the affected macine but I can't seem to find a problem with the settings there. Any ideas?

Try cleaning out the cache of IE. along with all offline content etc. (last part is not essential).

Sometimes Windows Update SW messes up during install and can not get the new version either etc. I dunno exactly why since i never actually bothered to find out. But deleting your cache will sort you out.

How To:
Right Click on Internet Explorer Icon on your desktop and choose properties.
OR
Go to Control Panel and double click Internet Properties
Under the general tab there will be a button such as delete files.
I suggest you check delete all offline content also but it is up to you.

Afterwards just go to Windows Update again. You should be sorted...