Windows Autoupdate: Feature needed

Here I am, sitting in front of my computer at home when I noticed that
both my desktop and laptop were downloading the same update at the
same time! Both are connected to my home network and both are running
Windows XP PRO SP2. Both are downloading the VM update through
the same dialup connection!

Now, wouldn't it be nice if the server (the one connected to the internet,
dialup
or broadband) was able to understand this situation and cache the updates
for
all PC's needing the same update?