To have a stable and secure system, you need to keep your software current. This includes downloading and updating both Microsoft, and third party, software.
Microsoft provides the Windows Update, and Automatic Update, facilities. On a monthly basis (or sometimes more often), Microsoft will issue recommended updates to the Operating System, to Microsoft applications, and even to third party drivers which may be relevant to your computer.
Whether you enable Automatic Updates, or retain control and monitor recommendations by Windows Update, is not the question here. Both have their advantages. But please, whatever you do, don't routinely download third party drivers from Microsoft.
Any time that you install a new computer accessory, consider the possibility that a firmware upgrade, for your product, was applied to units in the product line after your unit was packaged at the factory. The vendors aren't going to open each box, containing a given product, to apply a firmware upgrade. You have to do this yourself. So make it a consistent practice.
This is especially a relevant practice if one of the computers in your network is running Windows Vista. Right now, Windows Vista is subject to change; the drivers developed for Vista are, likewise, subject to change. Every change in Vista (and there have been a lot of changes since it was officially RTM) may affect a driver already released. Always check for new Vista drivers.
If there is a third party driver update that's relevant to your system, get it directly from the vendor, or from the manufacturer of the chip itself - that's what Microsoft does. Sometimes, what Microsoft may have available thru Windows Update is out of date, or is simply defective. You can get anything that's available directly from the manufacturer or the vendor, whenever you need it. If you need help locating the appropriate website, use Google, or websites like Network-Drivers.com.
But, whether you get updates from the vendor of the packaged product (whoever sold the computer to you), or from the manufacturer of the individual chip itself (who built the chip that needs the driver update), be selective about what you install.