Why would you want to do this? The best way is via Windows update site.
Anyway, here are a couple of alternate ways:
Visit the Windows Update Catalog click here, & do a search with keywords, e.g. XP for XP updates, Vista for Vista & so on. You can then click on the tabs to sort by 'Last Updated' so you get them in chronological order. Add the ones you need to your basket (some will specify that the update is for 64bit Windows/systems - only download these if you have a 64bit OS). Once done, click on 'view basket' & click on 'Download'. Make sure to install them in chronological order as well.
Another way is using a program like Windows Update Downloader click here (there's another similar program, but it escapes me at the moment).
I've used both the above to very good effect, mainly for downloading updates to create a 'slipstreamed' OS for installing. G
Thanks for the advice. It's linked to my other query in the helproom. That I cannot download 3 updates on the Microsoft Update site. The system is set to Automatic download but there is a problem. Ive downloaded RegCure to try and help but nothing works. I'm just clutching at straws really, trying to see if there's another way round the problem like another download site.
You can get the Security Updates here click here Windows Update set to Auto can cause problems on some systems. I'd set Updates to Manual and select the updates you require from Microsoft's main update site.