DAVE
Please see the exact error number, if u cannot see, make this settings and run Lu to see the error.
Start--> Control Panel-->Symantec LiveUpdate-->Double click it and make the error support Enhanced and Uncheck the Automatic Exit.
U can also make the changes in Time settings, for that plaese make the neccessary changes
C:\Program Files\Symantec\Liveupdate\Settings\it is read only so uncheck the read only and open with notepad--> Look for Internet TimeOut-->Change 45 to 600 in both the time settings, one is just below that.
Run the LIveupdate again.