Are you using Windows Live OneCare? If not, you're off topic for this forum, which is dedicated to Windows Live OneCare. You may want to try the Microsoft Public newsgroups here: http://www.microsoft.com/communities/newsgroups/list/en-us/default.aspx
However, I don't believe that most updates are available on CD from Microsoft. Service packs are usually offered on CD for the cost of shipping and handling. However, if someone you know has broadband, they can download the update for you from the Windows Update Catalog, copy it to CD and provide it to you for installation on your PC. See this KB article for how: http://support.microsoft.com/kb/323166
-steve