Microsoft updated there Windows Update software from version 4, to version 5. Updated around the time of XP SP2 release.

It has some new features and different look. Before you have access updates, you will need to install the Updated Client (automatic by the sounds of it), then simply click Express or Custom install of updates. Dont forget to set Automatic Updates in your Control Panel, makes getting updates easier (so you dont forget before the next virus comes out )