From an ISA Server computer, when you try to check Microsoft or Windows Update from IE, you get the initial page, but when you want to check updates you get a 0x80072EFD error.

To avoid that, configure Internet Explorer proxy to the local ISA Server on the Internal IP Address

Exemple: your ISA Server has an internal address of 192.168.1.1, go to IE LAN Settings and use 192.168.1.1:8080 as web proxy.