If you experience difficulty getting NSW 2002 LiveUpdate to connect and download properly, including statements like "LiveUpdate was unable to install any of the 1 updates that you selected", try this before you pull all your hair out and BEFORE you work your way through Symantec's suggested cures. If you are using a site blocking program -isn't everyone? - that includes the devil "akamai" in its list of blocked sites, you must first close the blocker. Better yet, since LiveUpdate also immediately loads whatever it downloads, a freeware program like End-It-All can be used prior to running LiveUpdate to close all but essential programs.
Norton uses akamai servers, which someone else mentioned in an earlier post, but this did not interfere with downloads from my earlier NSW 2.0 version LiveUpdate.
Following LiveUpdate completing its task, you might want to run Ad-aware, PestPatrol or similar spychecker to see if anything unwanted has been added. So far none have been for me, but knowing akamai's reputation, this could change at any moment.
Go here directly for Symantec's NSW 2002 LiveUpdate tech support: