You definitely need to run your MS updates ASAP. Are you running the Windows Firewall and the SEP firewall at the same time?
Is the install of SEP managed by the IT staff, or is the client "Unmanaged"?
What build version of SEP is installed?
Windows provides a built-in troubleshooter that can automatically find and fix some common problems with Windows Update.
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Open the Windows Update troubleshooter by clicking the Start button , and then clicking Control Panel. In the search box, type troubleshooter, and then click Troubleshooting. Under System and Security, click Fix problems with Windows Update.
Windows Update error 80072efd - http://windows.microsoft.com/en-US/windows7/Windows-Update-error-80072efd