В самой базе знаний, для данного обновления прописаны известные проблемы, и возможные пути их устранения
http://support.microsoft.com/kb/2720211.
Known issues
Consider the following scenario:
You connect to Windows Update through a network proxy that uses HTTPS or SSL content inspection.
In this scenario, you have to create exception rules in your HTTPS inspection server so that the Windows Update traffic is tunneled without inspection. For more information about how to create HTTPS inspection exceptions for Microsoft Forefront Threat Management Gateway (TMG), go to the following Microsoft website:
Excluding sources and destinations from HTTPS inspection
For a list of URLs and domains to exclude, click the following article number to view the article in the Microsoft Knowledge Base:
885819 You experience problems when you access the Windows Update Version 6 website through a server that is running ISA Server
Вы пробовали рецепты? Там же есть ссылки на токак создать правила на проксе