Go to Control Panel/System/Advanced/Enviornment Variables.
There is a variable there for TEMP. It usually points to C:\Documents and Settings\User\Local Settings\Temp. Highlight this variable, click edit, and change the path to reflect where you would like the dowloaded files stored. CLick OK and apply.
An easier way is to choose "save" rather than "Run" and choosing where you wuld like to store it.
As far as I know, IE is the only browser that will let you run Windows update.
There is a variable there for TEMP. It usually points to C:\Documents and Settings\User\Local Settings\Temp. Highlight this variable, click edit, and change the path to reflect where you would like the dowloaded files stored. CLick OK and apply.
An easier way is to choose "save" rather than "Run" and choosing where you wuld like to store it.
As far as I know, IE is the only browser that will let you run Windows update.