ISA Server 2004/2006 would prevent local Windows Update

From an ISA Server computer, when you try to check Microsoft or Windows Update from IE, you get the initial page, but when you want to check updates you get a 0x80072EFD error.

To avoid that, configure Internet Explorer proxy to the local ISA Server on the Internal IP Address

Exemple: your ISA Server has an internal address of 192.168.1.1, go to IE LAN Settings and use 192.168.1.1:8080 as web proxy.