Controlling update directory & some weird behaviours!

Hi

On an XP x64bit system windows update started downloading internet update
files into root directly of the last drive on the system. i.e. if drive H is
the last drive updates are downloaded in H:\. If I remove H: from the system
it then downloads to G:\

How can I control the directory to be used by windows update. I do not want
to use C:\.

Thanks in advance
--
Photographic Artist