Since you have to be an administrator to install any updates then yes you need to be in administrator mode.
You must be using the XP Start menu. Sorry. Iuse the Classic Start Menu which shows it.
In Internet Explorer click on Tools, then click on Windows Updates. That will get you to their website. Or you can click on this link and it will get you there:
http://update.microsoft.com/microsof...ult.aspx?ln=en