1. If you're trying to do this on the server desktop please try again from a client machine which has the WHS console installed and which has no problems getting windows updates.
2. If you're already tried doing this on a client machine please try another client machine, if possible without any third party firewalls (or another third party firewall)
3. If you can not try on another client machine on the client please try; Open command shell (may require elevated rights on vista or win7, right click cmd.exe, then run as administrator). On the prompt type:
ipconfig /flushdns, then hit enter
then type:netsh winsock reset, then hit enter
reboot, then try again.
4. Reset proxy settings in Internet Explorer and (Live messenger), for how to please search the web.
5. If all above the above don't solve your problem please try reboot / reset your modem, router and oother network components.
EDIT: also please checkout
this blogpost
