How To Save Windows XP Updates
Go to the Windows Update web site.
In the left pane, under Other Options, select "Personalize Windows Update".
Under “Set Options for Windows Update", select the checkbox for “Display the Link to Windows Update Catalog under "See Also", then click "Save Settings".
Go back to the Windows Update web site.
In the left pane, under "See Also", select "Windows Update Catalog".
Select "Find Updates for Microsoft Operating Systems".
Select the operating system and language of your choice.
Select "Critical Updates and Service Packs".
Select all of the patches you’d like to download, then click on "Go to download basket" to download them.