Windows update issues are amongst the most annoying things to try and figure out in all of computer creation. Usually, a computer that can't get to windows update had a virus at some point that blocked access, virus gets cleared, but windows update remains unupdateable.
The fixes for windows updates are going to vary depending on version of windows. It also varies depending on what error you are actually seeing (or lack therof) does it just not load ever? load a blank page with nothing on it?
For windows XP, the proceedure outlined here: http://support.microsoft.com/kb/555989
will "usually" work. If it doesn't, you have bigger problems than just windows update not working. The automatic "fixit" variant of that article is here: http://support.microsoft.com/kb/943144
and that one might work with windows 7.
Try those, if that doesn't work, let me know what OS version, which service pack, and what specific error you are seeing.