Microsoft has released a handy tool: The Microsoft Network Security Hotfix Checker (HFNetChk). If you use Windows NT4, 2000, or XP, this download is essential.

HFNetChk scans your system for security holes in Windows, Internet Information Services (IIS), Internet Explorer, and SQL Server that have been plugged by Hotfixes from Microsoft. It then lists any Hotfixes that you have not installed along with their Microsoft Knowledge Base Article Number, which you can then look up at http://support.microsoft.com/ to download the fix.

Get HFNetChk here

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Nick