In order to get future WSUS updates to correctly install (such as KB954960 http://support.microsoft.com/kb/954960) you need to modify the registry settings according to the DataBase migration
Open Regedit
Go to HKLM\Software\Microsoft\Update Services\Server\Setup
Change value wYukonInstalled from 1 to 0
This now means that the Windows Internal Database is not used
The updates for WSUS should install