I've never had anything but a dial-up connection. If you have a new
computer, then just download a few critical updates at a time,
starting with those that seem particularly pertinent to your
situation.
You might want to take a look at Big Fix, which scans your system and
brings up a list of recommended Microsoft updates (with links to MS
for additional information on each). The primary advantage is that you
only download one at a time that you pick from a list, and you don't
have to subtract ten possibles in order to select a specific one.