Vulnerability in Server Service Could Allow Remote Code Execution. For more information on this vulnerability, and to download the update, see Microsoft Security Bulletin MS06-040. If you have your Windows system set to automatically download critical updates then you should be all set. To double-check you can click Start -> Control Panel -> Add or Remove Programs — then look in the Currently installed programs and updates list for Security Update for Windows XP (KB921883) — it will be pretty near the bottom of the list. If it’s there then you are all set (for this week anyway), if not you should download and install it immediately.
If you are responsible for system security or system support then this patch should be at the very top of your to-do list — or, better yet, scratched off of your to-do list because it is already done.