If you find that a particular Windows Update does not install, here are some suggestions:
First clear up your Temp File/Cache, Reboot and try again. Best and easier to use CCleaner. Disable your Firewall and try ! In many cases, the update may fail to install in the first instance, but for some inexplicable reason, succeeds in the 2nd or 3rd try. So try a couple of times.
It it doesn't help, search on Microsoft, for the patch / update KB number, and download its Stand-alone Installer. Now apply the patch manually. Search for just the number; don't include KB !
If it still doesn't help, try this : Rt Click Computer > Manage > Services > Stop the "Cryptographic Service" and rename the "Catroot2" folder situated in C:\Windows\System32\Catroot to something like say Catroot2X. Reboot. Now run the update/hotfix installers again. This action will re-generate a new Catroot2 folder and the updates/hotfixes, should hopefully install OK.
If still you have a problem then, go to C:\Windows\WindowsUpdate.log and look for the most recent entry. This will be present towards the end of the log. Any failed updates will have error code/s written next to them. Note them down. If you find just too many entries too confusing delete this WindowsUpdate.log and try installing the updates again. Now open the newly re-created WindowsUpdate log file and have a look at its contents. The warnings will probably appear as -: WARNING: Failed to find updates with error code XXXXXXXX.
Now Rt-click Computer > Manage > Event Viewer > Applications and Service Logs > Microsoft > Windows > WindowsUpdateClient > Operational . Check out for any Critical Message or Warning.
Now refer the Windows Update Error Codes . This will give you the direction in which you may have to look for the solution. Or check out Microsofts Windows Update Solution Center. There is some nice info here too at UpdateXP some of which may find relevance to Vista.
Some Windows updates require a reboot, if you have files pending a reboot then additional updates may not take untill such time as the previous ones are updated.
Restart your pc and see if it solves the problem.