The order I use is:
Go online with another computer and download current motherboard chipset drivers, latest video drivers, latest firewall and anti-virus.
Install chipset drivers. You can use the CD that comes with the motherboard.
Install video drivers.
Install firewall and antivirus software.
Then, and only then, go online and download all the updates.
Practice safe computing. Do not go online without installed firewall and antivirus software.