Work your way across the top menus, and also the download "link" near top of right hand column/edge' to include second link... I did XP the hard way and downloaded the file version of each Update as I went - now on CD and USB HD.Did the same for W98 but never used them (although a W98 poster on here found them handy).Besides the installs that I explicitly download, how can I back up installs such as all the Windows Updates; SQL Server 2008 Express that installs through Web Platform Installer, and any other goodies that MS deem to be better left uncontrolled by me?ADDENDUM: Many people are giving answers that involved downloading.It's a little slow to load the full article, but hang in as it does give useful(? And this chap's site provides a complete method to download assorted updates (all of them) and save them for use later...The site is German in origin but is also in English.Straight from my toolbox comes a tool that helps you with this task: WSUS Offline is an unofficial program, that you can use to update Windows installations for situations with no and low-speed Internet connectivity.
The "Windows Server Updates" you heard of would have probably been Windows Server Update Services (WSUS).
My whole point is to avoid downloading again what Windows already has downloaded.
This is what i use as part of my toolkit - it downloads everything and has a front end that automatically patches up a box.
EDIT: As of 2014, support for XP has been dropped on new updates of WSUS offline updates - You can find the last version that supports this, 9.2.1 in their archives.
n Lite is a tool for pre-installation Windows configuration and component removal at your choice.