Ask the Microsoft Experts
Q: How do I find out which patches and service packs are installed on my machine?
A: All patches and service packs that are installed by a user are listed in the Add/Remove option in the Control Panel. If your equipment manufacturer installed updates and service packs, they may not be listed.
To view the service pack level installed, double-click the My Computer icon, click Help on the menu bar, and then click About Windows. You can also use the SPCheck tool to verify the service pack level. You can view a Knowledge Base article describing the SPCheck tool at http://support.microsoft.com/?id=312646.
You can also use MBSA 1.2 to check for missing patches. Get more details on using MBSA 1.2.