February Cumulative Update Uber Package for Windows SharePoint Services 3.0 (Version: 12.0.6341.5000)
February Cumulative Update Uber Package for Microsoft Office SharePoint Server 2007 (Version: 12.0.6341.5002)
The package includes the Infrastructure Update, there is no reason to install it separately.
All you will need to install from this point forward is WSS SP1, MOSS SP1, WSS CU and MOSS CU.
James Blackwell has a post at http://blogs.msdn.com/jb/archive/2009/03/09/downloading-hotfixes-for-multiple-platforms.aspx on downloading the patches. Good walkthrough.
Check out http://blogs.msdn.com/sharepoint/archive/2009/01/08/how-to-create-a-sharepoint-slipstream-using-the-latest-updates.aspx for guidance on creating an all in one Slipstream package for new installs of WSS and MOSS.