first of all you need the install file of the update (normal windows update just installs it automatically i don't know if it keeps the install files somewhere), maybe able to get this from Windows Catalogue.
try going to windows update, clicking personalise windows update, then click the button that says someting like includd link to windows catalogue.
save settings, click scan. go over on the left and click windows update catalogue under also see
then click updates to microsift operating systems and select xp. hit search.
go to recommedned updates, find your update and click add then click go to download basket, put in a download location and click download.
If you have and external zip drive would be the easeist way. or if you have a cd-writer on the computer with your files on it.
the only other way, i think, is to use winzip or some such to create a spanned disk set on floppy discs