Microsoft has a built in feature called Windows Auto-Update which has the ability to download and install the latest security patches as soon as they are available.
If everybody enabled this feature viruses targeted at the Windows Operating System would not be as widespread.
Do yourself a favour and configure Windows Auto-Update by doing the following:
Go to Start -> Settings -> Control Panel
From the Control Panel window select and open the System properties
Select the Automatic Updates tab and enable 'Keep my computer up to date'.
For the best protection select 'Download the updates automatically ... ' from the Settings.
Your computer has now been protected.
Microsoft should enable these settings by default and save themselves and the whole world a lot of grief, maybe they have their reasons not to.
If you would like to check if your computer is secure go to http://windowsupdate.microsoft.com
in Windows