On the 2nd Tuesday of every month Microsoft releases updates.
If you do not have Automatic Updates set you should go to Windows Update & get the critical updates for your OS.
This is today's list for XP:

High Priority Updates
Microsoft Corporation - Windows XP family

Security Update for Windows XP (KB896358)
Typical download size: 685 KB, less than 1 minute
A security issue has been identified in the HTML Help component that could allow an attacker to compromise your Windows-based system and gain control over it. You can help protect your computer by installing this update from Microsoft. After you install this item, you may have to restart your computer. Details...

Security Update for Windows XP (KB890046)
Typical download size: 469 KB, less than 1 minute
A security issue has been identified in Microsoft Agent that could allow an attacker to compromise your Windows-based system and gain control over it. You can help protect your computer by installing this update from Microsoft. After you install this item, you may have to restart your computer. Details...

Security Update for Windows XP (KB896422)
Typical download size: 513 KB, less than 1 minute
A security issue has been identified in Server Message Block that could allow an attacker to compromise your Windows-based system and gain control over it. You can help protect your computer by installing this update from Microsoft. After you install this item, you may have to restart your computer. Details...

Security Update for Windows XP (KB896428)
Typical download size: 470 KB, less than 1 minute
A security issue in Telnet has been identified that could allow an attacker to learn information about your Windows-based system. You can help protect your computer by installing this update from Microsoft. After you install this item, you may have to restart your computer. Details...

Cumulative Security Update for Internet Explorer for Windows XP Service Pack 2 (KB883939)
Typical download size: 957 KB, 1 minute
Security issues have been identified that could allow an attacker to compromise a computer running Microsoft Internet Explorer and gain control over it. You can help protect your computer by installing this update from Microsoft. After you install this item, you may have to restart your computer. Details...

Security Update for Windows XP (KB893066)
Typical download size: 493 KB, less than 1 minute
A security issue has been identified that could allow an attacker to remotely compromise your Windows-based system and gain control over it. You can help protect your computer by installing this update from Microsoft. After you install this item, you may have to restart your computer. Details...

Windows Malicious Software Removal Tool - June 2005 (KB890830)
Download size: 805 KB, less than 1 minute
After the download, this tool runs once to check your computer for infection by specific, prevalent malicious software (including Blaster, Sasser, and Mydoom) and helps to remove any infection found. If an infection is found, the tool will display a status report the next time you start your computer. A new version of the tool will be offered every month. If you want to manually run the tool on your computer, you can download a copy from the Microsoft Download Center or run an online version from microsoft.com. This tool is not a replacement for an anti-virus product. To help protect your computer, you should use an anti-virus product. Details...