Problem with Microsoft Update

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I successfully installed XP using Parallels. I also successfully installed my anti-virus software, which includes its own firewall. I visited the Microsoft Updates site, and was greeted with an error code. Over and over again.

I can't recall the exact code number, but the error indicated that there was a problem with my firewall/proxy server. The site's resolution suggested that I adjust my security settings in IE6 to include the Microsoft download sites. I even went as far as switching the firewall from the installed software (Trend Micro) back to Windows.

Still, I keep getting the same error message.

Anyone have any ideas? Is the cause of the issue on the Mac internet connection which is shared with XP?

Update: the error code is 0x80072EE2

 

Can you disable the firewall and the aintivirus until you get the updates installed? If not I would uninstall the anti-virus and reinstall after the updates.