To setup automatic windows updates go to "Start" > "Programs" > Internet Explorer

Click the "tools" menu, and click "Windows Update"

Click on the "Express" button to check for updates

Checking for updates

Install all High-priority updates by clicking the "Install Updates" button

Updates are being installed

Updates are completed.  Close all open windows.  Then click the "Restart Now" button to restart your computer for the updates to take effect or close if you are going to restart later.