1) Open your registry editor
2) Browse and delete to HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows\WindowsUpdate\WUServer and
HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows\WindowsUpdate\WUStatusServer
3) Browse to HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\WindowsUpdate\AU
4) Change the key UseWUServer from 1 to 0
5) Restart the Windows Update service
6) Run Windows Update and it should connect and downloads start