Hi,
few advices (or just the description how I'm doing that

)
1) I'm subscribed to the MS security newsletter. It usually comes sooner than the Windows Update service notices.
2) I use MBSA (Microsoft Baseline Security Analyser) for checking which updates I'm missing. Althought it has few glitches, it displays all the missing updates, even for Office & stuff. Windows Update does display _only_ OS patches. MBSA is available for free download.
3) Then I download the files manually from
http://download.microsoft.com, usually I enter KBxxxxxx in the search box and then I select the file for my OS/language.
I install the updates then and archive them, just in case of some crash or something. As I have on my notebook the very same OS, I just download them once, install twice.
Yeah, it's some manual work, but at least you know what you did and if you use download manager, it can be also resumed without problems...