Hi Mike,
The convenience rollup is just a package of post SP1 updates, installing it will reduce the time to check for updates.
If you're comfortable waiting for Windows Update to do it's thing, turn off sleep and hibernation in power options, start the check for updates and wait. I've seen some machines take an entire weekend to complete the first check for updates so you may have to be *very* patient.
Subsequent checks for updates should be much quicker.