You can just rename them by prepending the download date like this:
2004-04-13-Windows2000-KB837001-x86-ENU.EXE

and rebuild a machine behind a NAT box while calmly reading a magazine.

A nice command line like

for %U in (*windows*-enu.exe) do start /wait %U /norestart /passive

could make it even easier. That is, if they're properly renamed with timestamps.