If you're seeing the error:
"An error occurred during the check for updates [0x4]. Please check your internet connection."
when you are checking for updates to Yahoo! Anti-Spy, either your Internet connection is down, or the connection is being blocked by a program on your computer (e.g., ZoneAlarm, Norton Internet Security, McAfee Internet Security).
Can you load web pages in your browser? If not, check that your modem or network connection is operating properly before continuing.
There's a wide variety of Internet security applications, each with a different way of allowing applications to connect to the Internet, making it impossible to present solutions for each one here. If you can load web pages in your browser but still receive this error, please contact the vendor of your Internet security application for assistance in allowing Yahoo! Anti-Spy to connect to the Internet to download updates.
Here are the links for the online support pages for some of the more popular Internet security applications: