I am having a problem updating thru Bridge the latest update on Camera Raw so that it will read my new camera the Nikon D800
Do you get any error message while updating?
What is the version of PS /Br?
Which OS do you have?
Try to look for updates from any other application viz. Photoshop->Help->Updates and try installing them.
You may also try to manually download the update and install it from the below link.