How do I install hotfixes the same time as I install Service Pack 3 and above?

Create a direrectory to hold the extracted Service Pack
md servpack

Extract the Service Pack
nt4sp3_i /x
You will be asked for a directory, enter the created directory, e.g. e:servpack and click OK

Create a hotfix subdirectory
md hotfix

Extract the hotfixes to this directory using the instructions in the previous FAQ

Run UPDATE.EXE in the servpack directory and click Yes when asked to install Hotfixes