Well if you already downloaded 10.5.6, the combo update won't help you any. The combo update that apple just released is 10.5.4, 10.5.5, and 10.5.6 all bundled into one, and since you already have 10.5.6 installed, this is not going to help you.
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The combo update can fix problem that the straight 10.5.6 installer maybe caused. It is the first call when an update causes problems.