Under Windows Firewall with Advanced Security:
1. Add a new Outbound Rule
2. Choose Program as the type
3. The path should be %SystemRoot%\System32\svchost.exe
4. Windows will give you a warning about additional security for services, just click Yes
5. Choose Allow the connection
6. Apply the rule to which ever type of connection you want, for testing I'd just leave the default which is all 3 checked.
7. Give the rule a name of your choice and create the rule.
8. Now double-click on the rule you just named.
9. Under the Programs and Services tab click on Settings button
10. Check Apply to this service and find and select Windows Update
11. Click OK and Yes.