Depending on your needs you can make your own but would still need to download all the updates once. To make your own you would simply have to do a clean install of Windows ME. Then visit the Windows update site and download all the relevant updates. Copies of the update files will be shown in your temporary internet files folder and can be copied over to a CDR.
That isn't necessary anymore as I stated above - MS have rejigged their download site so that if one wishes,one can download whatever updates for whatever OS you choose and save them to your chosen location.
Thanks for your post (sorry to pinch the thread). Can you post a link - as although there are separate critical download pages for win98 and the nt family I had not picked up that there was something similiar for Windows ME.
You go to the normal Windows Update page and ignore the 'Scan your system for updates' option - selecting instead Windows Update Catalogue under 'See Also' in the left hand panel.[If you don't have this option you'll need to'Personalise Windows Update'- see IZZY's clarification in above thread].