Try these:
1. Sometimes the update log will give a clue as to the reason/error. Go to the Windows Orb (Start), type %windir%\windowsupdate.log and press Enter. To find the error(s), go to the end of the file (Ctrl+End) then use ‘Find’ (Ctrl+F) to check for the word 'fatal', use search ‘Up’ to search upwards from the end of the file. There is more information here
http://support.microsoft.com/default.aspx/kb/902093
2. You could try stopping the Windows Update service, rename the software distribution folder then restart the service, as follows:
2a. Make sure you are logged on as an Administrator, click the Windows Orb (Start), type services.msc and press Enter. Scroll down to Windows Update service, right-click it then click Stop.
2b. Click the Windows Orb (Start), type %windir% in the Start Search box and then press Enter. Locate and rename the SoftwareDistribution folder to, say, SoftwareDistributionOLD. By renaming the folder your update history will appear to have been erased as it is not presented to the Windows Update website. However, updates can still be viewed by going to Control Panel > Classic View > Programs and Features > View Installed Updates.
2c. Go back to Administrative Tools > Windows Update service (Provide the Administrator password or confirmation if prompted to do so), right-click it then click Start. Try to download the updates again.