Installing multiple updates on Vista and for IE

I was reading the following article.

http://support.microsoft.com/kb/296861

and saw the following:

Note The procedure that is described in this article does not work for
product updates that do not use Hotfix.exe or Update.exe as the installation
program. For example, Internet Explorer updates for Windows NT 4.0, Windows
2000, and Windows XP use an INF-based installation instead of Update.exe. As
a result, you cannot use this procedure to install multiple Microsoft
Internet Explorer updates with only one restart on Windows NT 4.0, Windows
2000, or Windows XP. Because Internet Explorer updates for Windows Server
2003 use Update.exe as the installation program, you can use this procedure
to install them.

a) So how do we install multiple IE updates without reboot between each
update ?
b) How does it work for Vista where each update is a .msu file ?