This is a pretty common issue. Note the error the update gives you and then search in the online Microsoft knowledge base and/or Google for the solution.

Depending on which error you are experiencing, the solution can range from very simple to incredibly complex.

For example; there's a known issue with Vista x64 where a service module vanishes and the only (good) way to resolve this is by replacing it manually & making the registry edits to go with that.

Either way, find your error number and make the appropriate searches, the solution will be just around the corner.