Software update never worked in Samsung Galaxy S2 Whenever I try
Settings -> About Phone -> Software Update -> Check for update
I get the error message "Connection failed"

More Information - 


I am connected to Internet. and Internet works in my phone.
I have configured Samsung account in my mobile.
Galaxy S2 doesn't support OTA updates...so it's unlikely that you will be able to check for updates from your phone. The same "Connection Failed" error comes to me when I try that in my phone.