Security Centre options

I have SP2 installed and have selected to invite the Security Centre to advise me when security updates are available, thus giving me control over what and when is installed on my computer.
I have noticed that this generates a Red Cross in the Notification Area which suggests that I have turned off Automatic Updates and I do not seem to be being advised when updates are available.
I am puzzled because I know from examination of the Win Update web site that there are 2 updates available for download.
What exactly do I need to do to be advised that downloads are available and to manually download and install such updates.
TIA
Wigs