CHILLZ what version of windows do you have? are you using xp with service pack 1 or 2?
if its with xp and you have service pack 2 and you tried to check windows update manually then the first time you do this active x will be blocked when you visit the ms update v5 site, click the yellow banner under the address bar and choose install. windows update should now load up. you may need to do this again if you run cleanup or similar tools regularly.