If you are using AOL as your ISP, you need to minimize your
AOL browser and launch Internet Explorer, then visit the Windows
Update web site while using Internet Explorer.

Try the following solution from the Windows Update Troubleshooter:
http://v4.windowsupdate.microsoft.com/troubleshoot/

Select:
"Problem Downloading/Installing a Software (Non-Driver) item"

Follow steps under:
"Install stops at 0% when using the AOL Browser"

While using the Internet Explorer browser, try downloading
the updates again:  http://v4.windowsupdate.microsoft.com/en/default.asp

P.S.  Make sure to disable your antivirus program and close any
       open programs before installing updates.