Hi Wayne,
If you have to download one at a time, then download from the official MS
site - not that I know of anything wrong with the link suggested.
If you are updating to SP2 then I would say that it is even more sensible to
get them all from MS.
You can still get the SP2 on disk free from MS - that will save you time.
http://www.microsoft.com/windowsxp/sp2/default.mspx
After that, there are up to 70 further security/critical updates.
I don't know if you are aware of WGA/WGN - may be a good idea to avoid those
two to start with.
This is a good read if you need it
http://support.microsoft.com/default.aspx?pr=windowsxpsp2
Some updates get upset with different AV progs - and considering the time
each system may be connected to the net on dial-up, I think your choice of
burning to disk and loading is the best.
Then you can disconnect each system from the net and disable the AV and
firewall.
That's how I update all security/critical from MS now.
Rgds
Antioch