What sort of connection are you using to access the Internet? Most of the people who are reporting success with Software Update have some sort of high speed connection (either T1 on a LAN, cable modem, or some kind of DSL). Apparently Software Update doesn't work well or at all if you try to access it with dial up. FWIW I used a cable modem to download Open GL 1.1.2, it took about two minutes and worked like a charm.