Complicated module update error HTTP error 0
I had the exact same problem and the solution given by Neograph734  was to manually add the module. If you have Filezilla, connect to your drupal site files. Go to Sites-->all--->modules--->  Locate the captcha folder, delete everything in that folder. Upload the updated captcha module files. (Download and upzip first).

Once this is done, you will also need to update the database. It will show you where to do that once you click on reports. Once the database is updated, your module should now be upgraded and working. :)

No more nasty notices about having to upgrade it!