All patches can be downloaded from Microsoft(R) Windows Update Site
http://windowsupdate.microsoft.com

You are asking about one patch ,but to be protected from other threats you
need all security updates/patches ,
so click on " Express Install " that would install all critical updates

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Because of the fact you are talking about the patch needed to protect (or
destroy) the Zotob worm,IRC bot,here are some details about it :

http://www.microsoft.com/security/incident/zotob.mspx

To destroy it/them/

1.scan your PC with  Microsoft Malicious Removal tool
http://www.microsoft.com/malwareremove   

2.scan with updated Antivirus software

3.Download a removal utility from here:
http://www.pandasoftware.com/download/utilities/

Panda_man
"Let's beat malware black and blue"
"No new epidemic of all kind of malware -> Panda TruPrevent"

Microsoft Security Bulletin MS05-039
http://www.microsoft.com/technet/security/bulletin/ms05-039.mspx

Scroll down to the "Affected Software" section. Find your
operating system and service pack level and click on "Download
the update".

Nepatsfan