Error message 0x80072EFD for Windows Update

Like many, I searched all the forums about this topic and tried all the proposed solutions. I found THE solution for my PC, but it can be a costly one: I am on XP with Z Alarm and McCaffe, and ultimately the problem was the antivirus which also blocks certain ports or applications. I regained the Update Windows and MSN transfer functionalities (I also had this error 0X80072efd) by adding the following applications to the port blocking exceptions of my antivirus:
svchost.exe; msnmsgr.exe, and spoolsv.exe.

So, dig a little into your antivirus options, find the window where you can exclude these programs:
"prevent download" and "prevent FTP outbound," and add these 3 apps. For me, it works again, phew!

I thank you, I had been looking for a solution for a long time. A thousand times thank you!!!!!!!!!!!

Puree.... 8 months of searching and I finally found the solution!!! Thank you so much :P. So I had 81 important updates to do. It took me 2 hours!! Thanks again :)

WOOHOO... I beat you all... my last update was from 03/23/2009 since that damn message appeared. A huge thank you for the solution!!! We couldn't count on MS for the solution again...