Which update failed?
No need to delete any update, failed or not, from the list, just reinstall
any that might have failed the first time.
Did you know you can manually install any update that may have failed?
http://www.microsoft.com/protect/computer/updates/bulletins/200807.mspx
"To manually download available updates, go to Microsoft Update or in
Windows Vista go to your control panel. After your computer has been scanned
to see which updates it needs, click the Custom button to find and choose
the update you want to install. We recommend you install all High-Priority
Security and Critical updates immediately.
"We recommend that you get the updates delivered automatically to your PC.
When your computer is on and connected to the Internet, the most current
security updates are automatically downloaded and installed. To learn how to
turn on automatic updating for your particular operating system, see Update
your computer automatically."