I am trying wyBuild and all looks great but the wyUpdate.exe fails to download wyserver.wys (I actually renamed this to wyserver.zip). The error indicated is "The underlying connection was closed: The connection was closed unexpectedly"
Well, you can't just change the filename on the server and expect wyUpdate to reference it. You'll have to change the filename in "File -> Properties -> Update & server files". Then you have to rebuild wyUpdate by clicking "Build wyUpdate" so that wyUpdate will know about the new file location.
But back to the original question...
The error indicated is "The underlying connection was closed: The connection was closed unexpectedly"
When wyUpdate gives you the error it should also list the site that failed. Copy that download site and paste it into a browser (don't type it manually) -- does it succeed?
If it doesn't succeed in your browser then there's a configuration error with your server, or the download site is subtly wrong (maybe you capitalized one character that's no capitalized on your server, etc.).
If it does succeed in your browser then something is going wrong with wyUpdate. Are you using the latest version of wyUpdate, 2.6.14 (RIght click wyUpdate.exe, click Properties, then click the Details tab)? Is your computer or your local network using a proxy?
If you're using the latest wyUpdate and it still fails try this copy of wyUpdate: [removed]. Does it work?