I never install any systemwide updates from Microsoft, critical or not. I have learned from experience that I only risk getting problems from it when everything worked fine in the first place.
On the same topic, I resisted installing Windows Media Player 9 for a long time, at least while it wsa still in beta. But last week I finally installed it, and crap! I never learn! I should listen to myself sometimes! Now WMP is slow to a crawl on my Celeron 333, videos don't even match the soundtrack, and often it pops up "Reached end of file" before the video actually goes all the way to the end.
Anyway, I started using Real One player for the first time since then.