This problem occurs when you are trying to scan for updates. When you scan the machine for updates, and then click on one of the active links in the left pane, the installation process does not complete.
This behavior indicates that the scan process encountered an error it could not recover from. You may be able to determine the specific error by looking in the Windows Update.log file, located in the Windows folder on Windows XP, Windows 98, and Windows Millennium Edition. The folder is located in the Winnt folder on Windows 2000.
Temporarily disabling antivirus and firewall programs while you use Windows Update may solve this problem. Be sure to enable them again when you complete the update process.
You might also be able to resolve this issue by deleting all of the content in Program Files\Windowsupdate and Program Files\Windowsupdate\V4 except for the iuhist.xml file located in Program Files\Windowsupdate\V4.