Windows Update problems

[cromertech]

Can anyone explain what I may have done to get this error on all computers running XP SP3.
When I go to the windows update website I get the following screen. All computers have IE7 so it's really bugging me. Been through my group policies but as it occurs on staff and student computers and they have very little in common GP wise, I'm looking for a little help.
Can't find anything on google either.

[ricki]

Have you added the microsoft update servers to your trusted site list.

Richard

[cromertech]

I've discovered that maybe the problem is coming from our cache pilot again.

We have a second internet connection here so that we can access some of the local authorities blocked content.

If i go to the update site using the proxy to this connection it works fine. All the same policies are in place so I don't think it can be at my end.