After a fresh Reinstall of Windows 7 SP1 64bit Danish, I discovered I was no able to get any Windows updates.
This is even though Window 7, has extended support until 2020.
The cause is that Microsoft have updated their Windows update Agent(WUA), and cannot be downloaded automaticly through old WUA, you need to manually download the new client.
KB3112343 At Microsoft
KB3112343 X86 at itso.dk
KB3112343 X64 At itso.dk
KB3135445 At Microsoft
KB3135445 X86 At itso.dk
KB3135445 X64 At itso.dk
After installing these, restart, and then run Windows Update as normal.