Automatic updates for WinXP

okay so i go to microsoft.com and download all the critical updates and such for winXP when its installing them i get messages like its not compablity with winXP and i hit okay on some of them and then after the installation of the patches is over with it comes up saying all the patches didnt install and you need redownload them and installing them again, well i do that but the patches are on my system in a folder somewhere i cant find so it goes straight to installing them but it fails again and i wonder if they got corrupted but i dont know where to go to delete them so i can download them again,instead of windows detecting the ones in a temp folder somewhere and trying to install the corrupt ones. Thanks for you help sorry i know it sounds a little confusing