The actual links in the Windows Update window to open the relevant Knowledge Base article have stopped working. They still look like links, but they don't do anything any more.
This started happening (or not happening!) during the last Windows Update (around 2010-10-23). At the time I believe the first link worked okay and all subsequent links did not. In the recent Windows Update (today) no links work.
I can copy and paste the text of the link into the browser and it will work fine.
Web-like links from all other applications work okay.
Dec 2010 - Windows Update links still do not work. I guess this must be something specific to my machine as I've not seen it reported anywhere else.