I have solved a big problem where an SBS Server all of sudden in November 2008 stopped downloading AV updates and could not connect to the internet.
Since then I have been manually applying AV updates and Windows Patches (Oh Fun!) however after having time to test various things I noticed an updated version of AVG SBS Suite from V8 to V8.5. After uninstalling version AVG 8 an IE window popped up with the usual asking me why I had uninstalled the product and all of a sudden the internet was working!
To conclude all along AVG was causing the SBS server to not be able connect to the internet. From reading various forums this was due to a an issue with a AV update file but searching the Grisoft support site had no results for this behaviour.
Another problem solved!