For the average user, if you have Automatic Updates enabled your computer will download these updates automatically for you in the background. Then when you shutdown these patches will be installed, or if you leave your computer on overnight it will automatically be installed and your system rebooted. Then any unsaved work will be lost...
To keep your computer updated, if you don't have 'Automatic Updates' turned on I would recommend that you enable it as soon as possible. Also if you have enabled this feature, and you leave your computer on overnight I would save all your work before you leave it for the day.
To enable automatic updates:
- From the Start menu, select the Control Panel folder.
- Double-click the System applet in the control panel folder.
- Click the 'Automatic Updates' tab.
- Check the 'Automatic (recommended)' option. (optional: also from your if you don't like this feature, you can set it to download but not install the update, just notify you, or disable this feature altogether [not recommended])
- Press the OK button when done.
Note: For the latest Microsoft Security Bulletins, check out this site.