Recently I got an error on trying to upgrade my Android SDK, claming that I would not be able to access an URL. I was looking around the Internet and got the information that I should first upgrade the Eclipse Plugin. OK!
Upgrading AVT:
1. In Eclipse go to Help
2. Install New Software ---> Add
3. inside Add Repository write the Name: ADT and Location: https://dl-ssl.google.com/android/eclipse/
4. after loading you should get Developer Tools and NDK Plugins
5. check both if you want to use the Native Developer Kit (NDK) in the future or check Developer Tool only
6. click Next
7. Finish and Restart Eclipse
Ok, that got my Plugin to the latest version. But I still could not upgrade to the latest SDK. And thats when I found out that you need to start the SDK Manager as Administrator (right click, run as Administator) - and voilá: Upgrade successfully.
Source: http://stackoverflow.com/questions/4771895/android-sdk-manager-not-installing-components