There's another way to avoid Windows Genuine Annoyance, & it doesn't require an illigitimate/copied/whatever key. Basically, it's sort of a mirror site to the official WU site.
The reason [I believe] that MS hasn't jumped on them from a great height, is that it's intended for people who prefer Firefox or Opera to IE/IE-based-browsers. They provide a plugin, which does pretty much the same as the MS 1. It checks to see which updates you need, then gives you a list. You can then choose to:
a) download & install like the MS 1,
b) just download, but not install, or
c) be given a list of direct links to the files, all of which are on the MS server.
[they don't bother including WGA, which makes it easier to avoid

]
Mods: I haven't posted a link, in case you wouldn't approve. Is it ok if I post it?