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Update on every machine has to be done separately because that way you don't have to worry if you missed anything or not (Microsoft runs a scan on your system and tells you what you need to download). Although in some cases you may want to use the same downloaded file like "Service Pack(s)" Media Player, DirectX (big items), so if you are %100 sure that you have the right patch / update downloaded then go for it (only if %100 sure)
cheers
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