Is it worth installing these from the Microsoft website, or would it be advised to wait until Cobalt releases something?

I don't think that the 2002 Server Extensions will run on the version of Apache that's running on Cobalts. So unless you want to upgrade Apache as well (which will likely cause big problems with the control panel and probably elsewhere) I'd wait for Cobalt.

Trust me - you do not want to upgrade apache on a raq4 unless you want to risk killing the siteadmin!:eek:

I would wait at least till someone else does it