When I clicked Internet Explorer > Windows Update, I got the following message even though I followed the instructions. Thanks!
______________________ The message _____________________________________
Please change your Internet Explorer security settings
To save changes to your settings for this website, you need to enable userdata persistence for Internet Explorer. Complete the steps below, and then click Change settings to the left and try saving your changes again.
In Internet Explorer, on the Tools menu, click Internet Options.
Click the Security tab, click the Internet security zone icon, and then click Custom Level.
In the Settings dialog box, scroll to the Miscellaneous section.
Under Userdata persistence , select Enable.
Click OK and when the security warning dialog box appears, click Yes.
Read more about steps you can take to resolve this problem (error number 0x800A0046) yourself.