Welcome to the forum
At the last week of May 2012, FLAME virus was discovered: http://www.sevenforums.com/security-news/232120-powerful-flame-cyber-weapon-found-middle-east.html
Then MS discovered that one of their servers ( I dont' recall ) was hit by some sort of malware or anything else.
You know that windows update is a program like others in the OS and there are always updates for any program you use and among them the WU program.
Today @ 11:26 i have got a warning from MS to download an agent update for windows update: