I turn off the automatic update, and the reminders and just check for updates every couple of weeks when I have time to babysit the process. Some updates require a reboot of your PC before you can install subsequent updates.
This is the link I use to check and download updates.
http://update.microsoft.com/microsoftupdate/v6/default.aspx?ln=en-us
Be prepared to spend a couple of hours if you want to get caught up. An alternative is to buy another XP installation disk. Even that will take some updating on-line though. You can buy an OEM version pretty cheap if you buy some piece of hardware from an authorized reseller (even a piece of cheap memory).
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