I have Just Cleaned a PC with XP SP3 over a couple of days of over 700 Malware objects.
The PC owner went and got NIS 2009 from the department store, I installed and Updated to the latest version etrc.
I notices The systray Icon for Windows Update at 0% and staying there at that percentage for hours, In the end I had to add to the Firewall program list the file
"D:\WINDOWS\system32\wuauclt.exe" and select "Allow".
That fixed the problem and windows started downloading the updates.
For others having any similar problem
Quads