From the TechNet article references below:
The required services are listed in the MBSA Help file (linked to in the left-hand pane of MBSA user interface). These requirements include Remote Registry service, Server service, Workstation service, File and Printer Sharing service, and Automatic Updates service. The wsusscn2.cab file is downloaded from the Microsoft Web site over HTTP based on your Internet Explorer settings. Remote computer scans are performed by using TCP ports 135, 139, and 445. Where a firewall or filtering router separates two networks, TCP ports 135, 139, and 445, and UDP ports 137 and 138 must be open in order for MBSA to connect and authenticate to the remote computer being scanned.
The link below also contains useful guidance and information in general about the Microsoft Baseline Security Analyzer (MBSA).