If you have been following my postings, you may recall that I wrote in "Maintaining the Security Landscape" that to maintain the landscape of your garden you need to take preventative steps to keep the bugs and weeds out. For your computer, those preventative steps include Windows Updates.
The second Tuesday of July is called "Patch Tuesday" because that is when Microsoft releases the patches for your computer landscape. If you do not have Automatic Updates turned on, please refer to the linked post above for instructions. The updates you will get depends on your operating system.
See the Microsoft Security Bulletin for July, 2006.
Manually download updates from the Windows Update Center.