The following quote from me was initially created BEFORE the latest authentication tool from Microsoft. For existing clients that have experienced a problem, please read this first..
Even if you are the type of person that periodically checks the windows update site (http://update.Microsoft.com) which you can get to always, by starting the Internet Explorer and clicking on TOOLS/Windows Updates. Of course you should also be able to get to it directly from the Windows Update link found on your start menu under (all programs) in windows xp. When you get to the website, choose ADVANCED instead of the recommended "express" as you would only be getting the CRITICAL updates if you go that route. By choosing the other option, you get to see what other updates are available. In any case, you pretty much will want to get everything available and realize that some items may not install the first go-round and you may have to restart your computer and then run the windows update again. This is quite often the case where there are combined updates or one of such that requires all memory to be rewritten in which case a full restart is required.