Microsoft Updates requires that you have the latest version of "Windows Updates Control Package".
When doing updates,some are Stand-Alone downloads,which means they will download by themselves.You might need to reboot,then go back to MS Updates and finish the downloads.
All the updates might not be installed on the first visit.
Just keep going back and doing them until MS Update says there are none.
Here's a good site that explains MS Udates and how it works:
http://www.jmu.edu/computing/security/info/update.shtml
Cactus