[dba-SQLServer] SP4

OK, I admit it.  I am NOT a SQL Server person, even though I have to
develop front ends against it.  Can anyone explain SP4 and when, why and
how it should be applied?  The baseline security gizmo says I need it on
my laptop.  But I can't figure out how to apply it.  I downloaded the
several files, but I get stuff about sa not having a secure password.
It does, it does, but I use Windows authentication!  When I try to apply
the analysis services version, I get un unenlightening error message and
it aborts.  Do I need this for anything?  HELP!!

Charlotte Foust
Infostat Systems, Inc.