Fortunately, security experts have gotten on this one pretty quick but there are still thousands of infected machines out there. That's why it's important that you run the patch from Microsoft even if you regularly install your Windows updates. Go here to download your patch.
Oh and if you don't know whether you're getting your updates or not, it'll be best if you turn on your Automatic Updates. It's in your Control Panel or you can use Windows Help to search for "Automatic Updates". That'll give you the right link.
Icons you should look out for in your taskbar signaling it's time to update: