WU persistently fails to install this automatically downloaded update with
this error:

Installation Failure: Windows failed to install the following update with
error 0x80070002: Security Update for Windows Vista (KB935807).

I downloaded the update manually & installed it & it is show installed ok,
but WU still downloads & tries to install it.
I tried deleting the C:\Windows\SoftwareDistribution\WuRedir dir & rebooting
but it still downloads it on reboot.

Any ideas please?