OK, since I brought this topic up I figured the least I could is provide the one resolution that actually worked to resolve the problem. But before I do that, you will find out on your own just how annoying the 80072EFD error can be. And, if you Google for the solution you will find all sorts of suggestions such as tinkering around in your registry ( please do NOT do that if you are not an egghead

), messing around with options in Internet Exploder ( please do not bother, because Update is a stand alone program and doesn't use IE for its Update processes ), reformatting your hard drive (

- an extreme solution if there ever was one ), freaking around with your firewall and/or antivirus programs ( don't bother, been there..done that..), or using the 'free' service of some company that sells a registry cleaner of some kind. Now, if you think about this you will realize that the free version MIGHT tell you what's wrong, but rarely will they fix it UNLESS you buy the full version

And often, that doesn't do crap and good luck trying to get your money back.
This actually worked. Please not that after you go through these steps, you'll need to at some point restart your computer ( and the computer will tell you so if you do it right ). Agree and restart. Once your desktop is backup, immediately launch Windows Update and pick your updates you want or choose 'em all ( I tend to only install updates I actually want versus being forced to download IE v 8.0 for example ).
Manual steps to recover from Winsock2 corruption for Windows Vista users
Winsock corruption can cause connectivity problems ( NOTE: Other than Update not wanting to update, I had NO problem connecting to my network nor the internet, so I'd take those words with a grain of salt ). To resolve this issue by using Network Diagnostics in Windows Vista, follow these steps:
1. Click ,
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Start
and then click Network.
2. Click Network and Sharing Center.
3. In the Network and Sharing Center box, click Diagnose and Repair.
Now, after doing this absolutely nothing happened other than Windows telling me everything was fine. I said 'okey dokey' and went on to the steps below.
( You may also access the Network and Sharing Center in Control Panel. )
Reset Winsock for Windows Vista
To reset Winsock for Windows Vista, follow these steps:
Launch a command prompt using Accessories>Cmd Prompt ( and right click to 'run as administrator' )..
Type >netsh winsock reset - at the command prompt ( do not include the hyphen back there ), and then press ENTER.
** Note If the command is typed incorrectly, you will receive an error message. Type the command again. When the command is completed successfully, a confirmation appears, followed by a new command prompt. Then, go to step 3.
**I found this fix after searching for days. It's really a situation of resetting the winsock. Now, some people HAVE had success mucking about in the registry and setting a '1' to '0' for example. But really, I wouldn't recommend going there.
3. Type exit, and then press ENTER.
I was able to install all the necessary security updates but only after several days of searching. And I have to say before anyone asks. The "Knowledge Base" as well as the MS tech support are almost entirely useless. Seriously. Even they don't understand the problem X-D I mean, the fact that there are pages and pages of people with this issue and it's NOT an MS employee who's come up with the fixes is a terrible witness to the *ahem* 'knowledge' of MS engineers.
Basically as a Windows customer YOU/WE PAY to be Beta testers X-D