This month’s Microsoft Patch Tuesday comes with 3 new security updates for Windows Xp all have been termed as critical.

KB971961 Vulnerability in JScript Scripting Engines could allow remote code execution
KB956844 Vulnerability in the DHTML Editing Component ActiveX control could allow remote code execution
KB973812 Vulnerabilities in Windows Media Format could allow remote code execution

You should install Windows Xp Service Pack 3 and Internet explorer 8 prior to installing the above updates