This is the fix for that:
open regedit (from the run command)
Browse to the following keys:
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet Explorer\Help_Menu_URLs]
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Active Setup\InstallInfo\DownloadSiteURL]
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Active Setup\JITInfo\DownloadSiteURL]
Change the value to:
http://windowsupdate.com
That will do the trick