• The security update catalog file, wsusscn2.cab (http://go.microsoft.com/fwlink/?LinkId=76054)
  
• The Windows Update Redistribution Catalog, wuredist.cab (http://update.microsoft.com/redist/wuredist.cab)
  
• The authorization catalog file, muauth.cab (http://go.microsoft.com/fwlink/?LinkId=43266)

Where to copy them ?

in Windows Server 2003 :

%userprofile%\Local Settings\Application Data\Microsoft\MBSA\Cache

in Windows Server 2008 :

%userprofile%\appdata\local\Microsoft\MBSA\Cache