I searched this forum all the way back to 6/2003 for an answer. There was none so here's the background.

I have VB.NET 2003. When I click check for updates from the Help Menu, I get an error. The problem is a known bug and documented on Microsofts site under KB836454.

The error message I get and the one they describe exactly is :

Visual Studio .NET setup encountered errors while attempting to download required files. Check your Web Browser configuration settings and your connection hardware, and then try again.
The cause according to them is:
an error when the Vsupdate.dll file accesses the Urlmon.dll file. Subsequently, this can cause Visual Studio .NET to fail when downloading files from the Update location.
I follow those links and they want $99 for an email answer or phone answers start at something like $245. I only paid $89 for the program!

Does anyone know of any other solution? Whay should I pay them for a fix to their bug?

Their solution is:
To resolve this problem, contact Microsoft Product Support Services to obtain the hotfix. For a complete list of Microsoft Product Support Services phone numbers and information about support costs, visit the following Microsoft Web site: