If you're running Windows XP, back when the updates were coming you may have relied on the little icon to appear in the tray to tell you updates were available. If you do the registry tweak I described above, that icon might not appear right away. Here is how to get the patching process started immediately. Open Internet Explorer 8, open the Safety menu, and click Windows Update at the bottom, then select Express or Custom when those buttons appear.

Finding and installing all the patches you've missed may take a while. Be patient, and if you selected "custom" above, which allows you to see the list of patches before they're installed, you will need to tell it to go ahead then, and later to reboot when it's done. After it reboots, run Windows Update again to see if there are additional patches that didn't make the first round.