The link below may help. Also you do not need to use MBSA only to update
your computer as you can also go directly to the Windows Updates site. If
nothing seems to help you could also try to reinstall MBSA.
Steve
http://www.microsoft.com/technet/security/tools/mbsa2/qa.mspx
Why am I seeing error "Failed to download security update databases"
followed by "The catalog file is damaged or an invalid
A. When downloading the Microsoft Update offline catalog
(wsusscan.cab) before each attempt to scan, downloaded files are checked for
a valid Microsoft digital signature before being used. When the file is
missing, or the digital signature cannot be verified, these errors may
occur.
To avoid this error message, it is recommended that the 835732 update
be installed on all Windows 2000 computers running MBSA 2.0 to perform
scanning..
This error may also appear if you use a proxy server such as Microsoft
ISA 2000 Server if it does not include a policy that permits anonymous
access to the Microsoft Update site. A resolution for this is described in
Microsoft Knowledge base article 885819.
