Microsoft Knowledge Base Article 294871 contains the following summary:

This article describes the Automatic Updates feature in Microsoft Windows 2000 and Microsoft Windows XP. For additional information about Automatic Updates in Microsoft Windows Millennium Edition, click the following article number to view the article in the Microsoft Knowledge Base:

268331 Description of Automatic Updates in Windows Millennium Edition (Me)

Note Automatic Updates is not available for Microsoft Windows 98-based computers or Microsoft Windows NT 4.0-based computers, but a Critical Update Notification utility is available from the Windows Update Web site to notify you when critical updates are available for download on these platforms. For additional information about the Critical Update Notification utility, click the following article number to view the article in the Microsoft Knowledge Base:

224420 Description of the Windows Critical Update Notification Utility

The Critical Update Notification utility was previously available for Windows 2000, but it has been replaced by the new Automatic Updates feature.