The connection between the Java Update Utility and the Java Update Server is unstable, causing the display of the error message:
To remedy to this situation you can try to re-install the Java update, but time don't use the Java Update utility.
Connect to www.java.com/download and download the offline version for the Java Update file (32 or 64 bits depending on the version of Windows you are running):
The offline file is larger in size but contains all the data required for the update. Once downloaded it can be installed without interruption!
Run Java Update as Administrator
You can also try to run the Java Update file as the administrator. Right-click on the update file and select Run as administrator.
If the problem persist, you should completely remove Java from your system and reinstall it again. This procedure can be achieved by going to the Control Panel > Programs and Features > Uninstall Program, search for Java and uninstall it. Don't forget to restart your PC before reinstalling Java.