Why does Windows Update fail with code 80072F8F?

Why does Windows Update fail with code 80072F8F? I installed a Windows 7 Enterprise on a Virtual Machine (Microsoft Virtual Server 2005). The Windows is activated.
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Guest [Entry]

"Your problem might be that the Microsoft Windows Update web server SSL cert is untrusted due to a missing root certification authority (CA) certificate.

See this article: Windows root certificate program members
where you can manually download and install all third-party root certificates that are distributed via the Windows Root Certificate Program."