legality of the OS is not the issue here. in my experience MS has put out quite a few updates that actually corrupted the system or provided some new security hole.

so if you absolutely must run windows instead of a more secure OS, just use proper firewalls.

as for the updates availability - it is very easy to run a minimalistic linux distro in a virtual machine on windows, and on that linux run an emulation of WSUS, which will take updates from MS offsite without any trouble.