The first thing you have to do is to download the list of updates from the Official site. These lists include all you need to download the updates themself.
The interface is the main difference between this program and the update manager by Microsoft.
When you move the mouse over any update, you can read a brif escription of what that update includes. That's useful when you are searching for the solution for any problem.
If you have Windows XP or Vista, Windows Updates Downloader can be very helpful if you don't ike the update manager offered by Microsoft.