When you connect to the Internet, Windows sends data to the Windows Update Web site about the way your computer is set up so the service can determine which updates your computer needs. Windows does not use your name, address, e-mail address, or any information that can be used to identify you or contact you. For details, see the Windows Update privacy statement.
It makes no difference whether you use a dial-up or broadband connection; important updates are downloaded behind the scenes and do not interfere with other downloads. If you disconnect from the Internet before updates are fully downloaded, nothing is lost. The download process will continue the next time you connect to the Internet.