Windows Updates
I recommend always downloading all critical updates, since Windows is famous for many security holes.
http://windowsupdate.microsoft.com
Method 2 - Manual (saves the installs to your hard drive)
Save the Install files to your hard drive. This is perfect to add all the updates to another PC - or to reinstall all the updates if you ever need to do a clean reinstall of Windows. This site works for all versions of Windows:
1) goto http://v4.windowsupdate.microsoft.com/catalog/en/default.asp
2) click "Find updates for Microsoft Windows operating systems" or "Find Driver updates for Hardware Devices"
3) select your Version of Windows and click "Search"
4) click the category - such as "Critical Updates and Service Packs"
5) in the list of updates, click "Add" for each one you want to download - this adds them to your "Basket" (Caution - this will add many Megabytes to the basket - so you may want to add only a portion at a time - and then download more later
6) click "Go to Download Basket"