But there's another way: WindizUpdate is a site that allows you to install Windows updates using Firefox and Opera. It installs a plug-in that detects what updates you need to install, downloads the setup for each update and installs them. It may not be official, but:
* updates are downloaded from Microsoft's site
* it doesn't collect personal identifiable information
* it doesn't require Windows Genunine Advantage and it doesn't install it
* you don't have to use Internet Explorer, neither the ActiveX for Windows Update
* you don't get dialogs that prompt you to restart the computer
If you still don't trust the site, you can find a forum where you can post questions or read other people's problems, without creating an account.
There are other ways to install the updates for Windows, but this is a great alternative to Microsoft's Windows Update.