Getting a hot fix has always been a bit of a painful experience. It involved calling MS calling support and lots of people thought they should really be just a simple download.
Well it turns out the powers that be are actually listening and have started a new pilot program where we can just download the hot fixes. See http://blogs.msdn.com/vbteam/archive/2006/11/14/key-vb-hotfixes-available-for-download-by-chris.aspx for the announcement or go straight to the pilot program at https://connect.microsoft.com/content/content.aspx?ContentID=3705&siteid=210&wa=wsignin1.0
If you ask me it’s a step in the right direction