After you get those installed you might want to go to http://catchup.cnet.com/ and download and run that software for both security issues and for other software you may have already loaded. When you use catch-up you will be giving CNET info on your system but its probably very safe. I picked up a couple of security patches I missed on the computer which has Windows 98SE.
Id also suggest you dont depend on Windows XP for your firewall. Im sure its fine just like Outlook Express and Passport are secure. All snide comments aside that firewall is going to be a major target for every hacker on the planet and they are going to find every hole that exists. Why make it easier for them. Right now both Norton and McAfee have big rebates on their software that includes both a firewall and anti-virus which are designed for XP. You can also get Zone Alarm free or the upgraded version both of which run on XP.
Lastly if you want to check out your system for some suggested changes you can go to http://www.pcpitstop.com/ and see what they suggest for improvements
Can't stress enough the importance of those patches!!!
I use Win ME and learned that UPnP is installed also...it's been there, but the Manufacturer had the option of turning it on...Mine apparantly did. Sooo...I installed Black Ice.
Interesting, the majority of scans now are HTTP attacks looking for the XP security hole. Six months ago, they were Net scans looking for already installed Trojans/Spyware.