Windows .msu files

It'd be a whole lot easier just to do to the regular update site

Here's some info for a Vista pc:
Windows cannot open MSU files?If Windows is unable to open MSU files you may not have the appropriate program installed or may have a registry related error. We strongly recommend that you run a free registry scan. Appropriate program:

The .MSU file extension identifies Microsoft Update Standalone Packages (also known as Windows Vista hot fix Updates). These are usually compressed files which deliver updates or patches for Windows Vista. To extract these files you will need to use the windows Vista Expand utility.. Incorrect associations are the cause of many file extension errors. Scan your system to prevent and identify association errors.
http://www.liutilities.com/products/winbackup/filextlibrary/files/MSU/