* Windows XP hole prompts FBI warning: The FBI took the unusual step of warning the public about a recently discovered security hole in Windows XP that could leave a computer open to hacker attacks. Some Windows 98 and Me users are also affected.

http://news.cnet.com/news/0-1003-200-8287567.html
The patch is available for download from Microsoft at:
http://www.microsoft.com/technet/security/bulletin/ms01-059.asp