I update by going to Windows Update, selecting the "custom" download button, then for each update I go to the "Details", click on the link to the page where the download is discussed, and look for a Download button. I download the update, and save it to a folder. Every so often I back 'em all up to rewriteable DVDs. This way all the Update executables are saved for future use. It's come in handy when reformatting! I have over 110 updates saved so far.
Tom