Particularly for servers in which IE Enhanced Security Configuration is enabled, you need to have all the Windows Update/Microsoft Update URLs in your "Trusted Sites" list in order to use the site.
(Furthermore, for domain member servers where Group Policy enforces Internet Explorer's list of "Trusted Sites", you don't have the option to edit the Trusted Sites yourself... so all the necessary URLs should be listed in the GPO.)
So, what is the full list of URLs I'll need in IE's Trusted Sites? So far I have the following:
I seem to remember there being several more...