They aren't unless you specifically download them to the hard drive instead
of installing them from the Windows Update website. The Hotfixes are
integrated into XP. If you do specifically download the files, you are given
the choice of whichfolder to download them to.
The initial download is an .exe file which goes into Temporary Internet
Files. If you go to INternet Options and first Delete files there (for
convenience) then which the installation is about to begin take the
Settings button and View files, you can copy the download away to any
other folder you wish to use as an archive
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