Yes I had right.It is normal defaultly this key don't exist,but when you configure WU this key will appear in registry.
Easy example from this site:
HOW TO: Connect Vista to WSUS 3.0
it look in registry following:
Quote:
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\WindowsUpdate]
"WUServer"="http://192.168.131.199:8530"
"WUStatusServer"="http://192.168.131.199:8530"
[HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\WindowsUpdate\AU]
"NoAutoUpdate"=dword:00000000
"AUOptions"=dword:00000003
"ScheduledInstallDay"=dword:00000000
"ScheduledInstallTime"=dword:00000003
"UseWUServer"=dword:00000001
Of course it is only example

.So link from MS Technet which I gave you is still up to date.