I assume you are trying to get there through Internet Explorer and not some other browser. Possibly active X is disabled or your previously installed active x for updates has become corrupted.

Look in: ie properties/general tab/temporary internet files/settings/view objects or look in c:/Windows/downloaded program files.

look for file(s) like Update Class, WUWebcontrol Class. You can right click each one for the properties and look at the dependancies. Make a restore point. Send copies to my docs for safekeeping just in case. Delete the one(s) relating to windows update. Now when you go back to windows update you should get the box about installing what's needed to scan your computer.

If nothing happens or you didn't find those object files to begin with, then there may be security settings blocking active x installs.

Have you checked your firewall settings? It could be blocking the update services too.