"Error 0x80072EFD: Unable to connect to the server" When Trying to Sync with Microsoft

I’ve installed SUS but when I try to synchronise with the Microsoft servers I see the following in the synchronize log:

Manual Sync Started- Thursday, February 27, 2003 4:12:24 PM Failed Updates Added:
None
Updates Removed:
None
Reissued Update(s):
None
Errors:
Failed to download from
URL 'http://www.msus.windowsupdate.com/msus/v1/aucatalog1.cab'. (Error 0x80072EFD: Unable to connect to the server.)
Sync Finished-Thursday, February 27, 2003 4:19:22 PM

From the microsoft.public.softwareupdatesvcs newsgroup
This problem has been seen on the odd occasion in the past but has normally resolved itself if you try synchronising again.

Contributed By: Peter H. [29/8/03]
I had the same error message when I tried to sync with the Microsoft server. The problem is that my firewall denied any Active X pages. Allowing Active X pages resolved the problem.