Look at the icons in the bottom right hand corner of your screen to see if there is one for windows updates. If there is then choose the option to INSTALL the updates (which may require a reboot when they have finished installing).
Windows-7 computers have access to Microsoft updates from their start menu instead of from the web site.
Once you have selected Windows update you get the screeen where you can install the selected updates and select other updates to install.
You can see the list of updates and choose which ones to install.
For Windows XP computers you have to go to the Microsoft Update web site.
I normally install ALL updates for the computer except for the foreign language updates (I don't just use the express install to install the high priority updates). So I click on the CUSTOM button. The web site then runs a check to see which updates are available for you to install.
Once Windows update has finished searching for updates it will display a screen similar to this one.
I click on the SOFTWARE OPTIONAL link on the left hand side and select ALL of the updates.
I then click on the HARDWARE OPTIONAL link on the left hand side and select ALL of the updates.
I make sure that I click into each of the options on the left hand side and tick all of the boxes to install all of the updates.
Sometimes you get updates that MUST be installed separately. You can ONLY install these updates by themselves. So you need to click on each of those updates one at a time and install them and then when you finished installing all of the separate updates then you can go back and install the rest of them in one hit.
Note that if you have a lot of updates to install the process may take quite a long time but you can usually use your computer while it is happening.