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The error message indicates a failure to complete the download.
Actually it happens when a few system services required to run Windows Update are not running or a few system files are not registered properly.
Microsoft has acknowledged the issue in a KB article and provided a fix for it.
Locate the Use proxy entry in the Automation – Web update category, and disable it. Most people who do not have problem #1 do have Spybot-S&D accidentally blocked in their firewall. If nothing else works, you can still use the manual updater, which is available on the website.