Another method to save the patch locally is to install the update 'as usual' from the Windows Updates page. Once the copy process is complete and the Install process is about to begin, look for the WUTemp folder in C:\ (or whatever drive you've installed Windows). This is the destination folder used by Windows Updates to save the hotfix. The hotfix will be deleted automatically once installed. Therefore, copy the WUTEMP directory contents to a new folder, while the install process has just started.