Microsoft out-of-band security update for Internet Explorer

 (windows 98 and Xp) run tools / windows update, Custom, pick "Security Update for Internet Explorer X for Windows XP (98 etc) (980714)"

How to update windows vista:

Control Panel / Security / (Under Security Center) Check for Updates / Check for Updates (on the left-it will say "Checking for updates") / view available updates /

-------- Directions are also on the first link above --------