I'm having problems each time i go on to windows update wont download says i have to download a activex control when i do that says unknown publisher security warning windows has found a problem with this file.
wuweb_site.cab with different numbers coming up with it.

How can i solve this matter?

It's alright Busybee1980.
What you are seeing is a legitimate ActiveX Control that you need to perform a Windows update.
For piece of mind,just go to Google and you will see for yourself.

What is at google for it to solve this problem??

I was meaning that if you went to Google,and entered wuweb_site.cab,you would see for yourself that it had to do with ActiveX Controls and Windows updates.
It's not a problem.

Its a problem for me as the update page wont work saying its an unknown publisher error...

Hopefully this M$ KB article on You Receive Error Messages When You Use Windows Update will help.
Especially the "Resolution" and "Security Settings".