"Install and Keep Package" ignores you

This Leopard bug has bitten me. It kept my first few updates in the Downloads folder, but that has all stopped now. Anyone?

Official Leopard 10.5 Bugs thread - Page 5 - MacNN Forums:

Software update isn't keeping packages if I choose "Install and keep package"... Unless they are very, very hidden. I checked /Library/Packages, /Library/Updates, ~/Downloads, ~/Library.. Can't find em anywhere.

I've read it works if you choose "Download only", they end up in your download folder.

Maybe it's fixed in 10.5.1, but that was the update I was trying to install and keep.