You can try what Microsoft recommends first:
http://windows.microsoft.com/en-us/windows-vista/Windows-Update-error-80072ee2
When that fails (I meant 'if') try the following:
Or you can manually do it via regedit:
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\WindowsUpdate\AU
“UseWUServer”=dword:00000001
– Main.FredPettis - 2012-06-06