Hi,
I'm having a problem similar, but not exactly the same, as agentwd40. In my case I updated to the latest v4.0.1154 from v3.9 and afterwards I get the message about my firwall blocking update attempts.
BUT, strangely, this only applies if I try to update from the 'Check for Updates...' button on the SAS Main Menu screen. If I click on the Preferences button, go to the Updates tab & click on the 'Check for Updates Now...' button there, it all works fine.
Any idea why it would update from one place & not the other?
Cheers