Microsoft is offering an update CD for Windows 98, 98Se, Me, 2000, and XP with all the security updates through October 2003. It's ideal to CYA if you ever have to reinstall Windows or format your drive (not that Windows would EVER require such drastic mesures to continue running properly...); it can also make for a great gift for someone you know who wouldn't order one on his own.
The CD-ROM is meant especially for Windows users with slow, dial-up Internet connections that can make downloading updates a nightmare. However, because the disc offers updates only through October 15, 2003, Microsoft still recommends users go to the Windows Update Web site to get the latest updates.
Windows users can request the Windows Security Update CD from Microsoft's Web site for free (CD and shipping).