If you have Automatic Updates switched on you should be fine

Turn on Automatic Updates

The best way to obtain Windows XP SP3 is to turn on the Automatic Updates feature in Windows XP. To turn on the Automatic Updates feature, follow these steps:

1. Click Start, and then click Run.
2. Copy and paste, or type the following command, and then press ENTER:
sysdm.cpl
3. Click the Automatic Updates tab, and then click to select one of the three options. We recommend that you select the Automatic (recommended) option, and then choose the time that you want under Automatically download recommended updates for my computer and install them.
4. Click OK.