Windows 9x/ME are built on a different code base than NT/2k/XP, and are not
*directly* vulnerable to the same RPC buffer overflow exploit as those
versions. That is not to say that they will not experience problems if they
are on infected/vulnerable networks. For example, see
http://sarc.com/avcenter/venc/data/w32.randex.e.html
There are plenty of other patches you need, and you ought to go to
www.windowsupdate.com - this should be visited monthly or so, anyway. Get
all critical and recommended updates. Also protect your computer or network
with a decent firewall to block ports.
www.sygate.com has a free firewall
for personal use.
Also, you need good AV software, and you need to keep it updated regularly.
Check out
www.grisoft.com for one nice product - they even make a free
edition.
Also - in the future, please search through recent posts, as this question
is asked and answered every few minutes these days.