Need some opinions

Hi I just finished running the trendmicro housecall virus scan / Vulnerability. And it all was fine once it finished but it showed me this vulnerability:Vulnerability in Routing and Remote Access Could Allow Remote Code Execution (911280). saying I should download this http://www.microsoft.com/technet/security/bulletin/MS06-025.mspx. I wanted to make sure this was a security update so I went and checked windows update and it didnt find the update. When I go to the microsoft website it shows this file in the new download. I downloaded it but I never installed it when I was about to install it it told me "Before you install this update, we recommend that you: -Back up your system - Close all open programs" So I wanted to know should I install this or would it delete most of my files since its telling me to back up my system.

 

ok thanks I figured there was no reason to get it because I never had any problems with it so ok I wont download it.

 

ok thanks I was thinking the same thing it should have been updated with automatic update. I also did a manual scan and found no new updates.