Like many other Windows 7 users in the last few days, I had trouble installing the KB3033929 patch, a rather significant update that FINALLY fixes the Stuxnet vulnerability. I did a little bit of research, and it turns out it may have had something to do with my bootloader setup.
I dual-boot Xubuntu 14.04 and Windows 7, but the way I have things set up, I have each OS on its own physical hard drive, so if GRUB2 ever craps out on me, I can still boot straight into the Windows drive using its normal bootloader.
When I booted into Windows through GRUB2, that's when I was having trouble installing the update, so I went into my BIOS, disabled the hard drive with my Linux install (and GRUB2) on it, then booted into Windows using its own bootloader. When I did this, the update worked!
Case in point, if you have a Windows/Linux dual boot setup, try reinstalling the Windows bootloader using an install disc or EasyBCD. With EasyBCD, you can even set it up so that you can still boot into your Linux partition without reinstalling GRUB2.
If you're just using Windows 7 and you're having this problem, then it may have something to do with having an OEM recovery partition, thought this is just a theory. In this case, it might be better to wait for a newer version of the update, though if you're OK with losing access to the recovery partition, you could probably install the normal bootloader using a stock Windows 7 disc or EasyBCD.