Then a window will appear into which you can enter a different user and password.
Enter "Administrator" and the administrator's password.
Then proceed to download and install the patches.
Better yet, carve out about half of your drive space, make an empty partition of it then get Mandrake linux and install a dual boot system which will allow you to use Linux while keeping the Toyland operating system as a security blanket until you are comfortable with linux.
Mandrake's default install will automatically make a dual boot system with linux as the default operating system with windows as a menu choice, but you can easily make windows the default and linux the menu choice instead.