Good morning leorzahavi and welcome to CH
#1... your firewall (windows or AVG) may be blocking the installation of the updates so just for the time being either shut them off or disable them. Then try the windows update again.
If that doesn't work you can try this. But if you can not do the steps below then you are not a admin on the PC. Because the windows error you are getting is a permissions error.
To rename the SoftwareDistribution folder, please try below:
1. Log on an account with administrator privileges.
2. Click the Start Button, click "All programs", and click "Accessories".
3. Right-click "Command Prompt", and click "Run as administrator".
4. In "Administrator: Command Prompt" window, type in "net stop WuAuServ" (without the quotes) and press Enter.
Note: Please look at the cmd window and make sure it says that it was successfully stopped before we try to rename the folder. However, if it failed, please let me know before performing any further steps and include any error messages you may have received when it failed.
5. Click the Start Button, in the "Start Search" box, type in "%windir%" (without the quotes) and press Enter.
6. In the opened folder, look for the folder named "SoftwareDistribution".
7. Right-click on the folder, select Rename and type "SDold" (without the quotes) to rename this folder.
8. Still in "Administrator: Command Prompt" window, type the command "net start WuAuServ" (without the quotes) in the opened window to restart the Windows Updates service.
Now just go do the windows update again it should work with out an issue, please let us know how you make out. Mike