http://www.pcmag.com/article2/0,1759,1621026,00.asp

The above link is to PCMag.

This is for those times when you or your 'friend' require to update, and you just know that at 56 kbs it's going to take for EVER.

this is the 'how to' of making your own update CD.
You will find an article about how to D/L the latest patches for your Win box, any flavour.
It does say that only IE will do it (?) but there is a good explanation, and it makes sense.

[But you don't need those CDs. You can make one yourself. Sort of. Through a little-known feature of the Windows Update site, you can download the updates yourself, individually, and apply them yourself. It's not perfect, and it's not as good as Windows Update or the Microsoft Update CD, but it has a lot of advantages over Windows Update for a lot of people. For example, when you first boot that machine up and go to Windows Update to install your security patches, you might well be attacked utilizing one of the vulnerabilities patched in the patches you haven't got to yet.]