Click the Start button
Click on Control Panel
Click on Automatic Updates

You will see the box shown here. We recommend that you select Automatic. This setting will cause your computer to check for updates, download and install them without any intervention on your part.

Select the Automatic option by clicking in the circle. You can also choose a time for the updates to install.

The "Download updates..." setting is similar to Automatic, but requires that you take action to install.

"Notify me..." doesn't download anything. You must take action to download and install.

"Turn off..." disables update notification. We recommend AGAINST this option

If you make a change in this area, be sure to click the OK button at the bottom. If you choose CANCEL or exit by use of the red X in the upper right, no changes will occur.

Want to know more about updates? Read Microsoft's detailed information.