if u look on a machine that has been updated with security updates, open to the window u would do the update but click on review your update history this will give u a list of all the updates. make a note of the kb number at the end of each entry, this is a hypetext link to msoft. h**p://support.microsoft.com/
if u go to this site and look at the page in the top left is a search box put the kb+number in and the page u goto should tell u all about the update and an option to down load the package. it will list xp 2000 2003 server etc etc u need to pick the 1 for the system u intend to install on.
good luck there are loads
my systems all have xp sp2 as a base but still have +66 updates