You can find them all at the Windows update sight. You
have an option to choose so that the "Find Windows
updates" link is visible. All updates are there.
(or, at the bottom, order it on CD - it is a 130MB download, so judge if
the $10 price of the CD is worth it)
You can set up a download of Critical updates at Windows Update - on the
left Windows Update Catalog and follow through. You may need, it
appears, to 'personalise' first to get the entry to show, though I
thought it was on by default.
After downloading other updates, before exiting the browser, copy the
downloaded .exe file out of Temporary Internet Files