Microsoft has released an ISO images with all May 2006 Security Releases
This ISO-9660 CD image file contains the security update for Windows released on Windows Update on May 9th, 2006. This does not contain security updates for other Microsoft products. This CD image is intended for corporate administrators who manage large multinational organizations, who need to download multiple individual language versions of each security update, and who do not use an automated solution such as WSUS. Use this image to download multiple updates in all languages at the same time.May 2006 Security Releases ISO Image
Caution: Be sure to check the individual security bulletins at http://www.microsoft.com/technet/security prior to deployment of these updates to ensure that the files have not been updated at a later date.