XP SP3 Update fails: "Priority" regulated and can NOT download

Situation: A large update, like XP SP3, may fail to install without
explanation. Microsoft Update may return an Error Code: 0x80200011. A check
of the WindowsUpdate.log file may have the entry: "Priority" regulated and
can NOT download.

Cause: A corporate hardware firewall may prevent the download of such a
large file. You may not receive any direct indication by the firewall that
the download is blocked.

There are several other explanations of this error in this forum, but I have
not seen my situation described. I went through months of frustration, and a
dozen failed attempts to upgrade. The problem was resolved by accessing the
internet from outside the firewall.