It seems that it is not possible anymore (Visual Studio 2010), or maybe they only release the library once it needs revision. The most recent library available for download that I could find was this: http://www.microsoft.com/download/en/details.aspx?id=20955 .
I also searched the subscription MSDN downloads, but I couldn't find the MSDN library for VS 2010, so either MS will not release it as a separate download, or the one included with VS 2010 is still up to date.
EDIT: I can't seem to find an offline copy of MSDN Library with my VS2010! I think that modality has been discontinued. :-( So I guess the last offline copy is the one in the above link. :-S