Always a good thing to try to install as much as possible (including NAV and firewall software) while disconnected from the network. Microsoft also provides all of their software updates as downloadable files (difficult to find, though), so you can borrow someone else's computer and burn all of the files onto CD and install on your computer.

Have you also thought about buying a hardware router for your DSL connection? They can be had for as little as $40 in the US.