It's a chocker and your one of millions who have had to do it all again. You can't save the download files as they are self exec's, What you can do though is when you do download them next time, save them somewhere Else with Download updates to install later. click here.
Select "Personalise Windows Update". Place a check in "Display the link to the Windows Update Catalogue under See Also."
Select Windows Update Catalogue under See Also.
To Save Windows Update Files: Connect to the Windows Update Catalogue:
click here. Click on the link for your Download
Basket. Review/Remove updates/Browse (Pick Folder)/Download Now.