First of all, it's import to note what a security patch actually is.
It is simply one or more files that have corrections to code in them that close up certain loop holes in code that allows an undesired event to occur.
This will make more sense later.
For various reasons, security patches will fail to deploy or may say they are needed when they are not. These articles will hopefully explain why these events occur and give you the knowledge to fix them.
For now, You really should have access to the following:
A Windows 2000 SP4 box with SP4 and NO patches (vmware is excellent)
A Windows XP SP2 box with NO patches (vmware is excellent)
A copy of the Microsoft baseline security analyser See this page
An MD5 tool (MD5SUM works particually and will be used in the examples)
The Pendmoves sysinterals tool.
A pen or pencil and some paper.
Let's take a Windows 2000 SP4 machine first.
Install the MBSA and perform a local scan looking for missing security patches first and you will find you can't because of an error message titled:
"the catalog file is damaged or an invalid catalog."
The fix for this problem is to apply the following security patch
It seems a little daft that a security tool actually can't work without a particular security patch being applied but there you go....
Once the patch is applied try running the scan again. You should see something similar to the screenshot here:

That's enough for now - We have got the MBSA up and running and have a list of patches.
Next time I will show you how to break a patch.