For some reason, I installed a virtual machine with Windows 7 Pro SP1.
The initial windows update checking was quite slow, with no progress for a couple of minutes and the cpu was keeping high as 100% by a service host process. Definitely something wrong here.
So I googled and found the solution from here. The key point is install a patch from a MS KB article: https://support.microsoft.com/en-us/kb/3102810.
After that I received 200+ patches from Windows Update and installed them.