Let WindowsXP sort itself out
Go into Start > Control Panel > System
Click on the Automatic Updates tab and tick the "Keep my computer up to date" tick box.
There are 3 options below as to how the updates are installed (automatically or with user notification).
Windows will then automatically check for and download any new patches any time you go online without you having to check.
You don't need to stay online for each entire patch file to download as it'll resume from where it left off last time you were online.
It's still worth checking the Windows Update website if there is an urgent patch for a worm or virus attack or other security issue.
Owen