The patch from Microsoft only fixes the exploit, it DOES NOT remove the worm. If your computer is infected, downloading the patch will do nothing. These steps may prevent you computer from shutting down, but I dont see how this would fix the infection. I think you should still go to www.sarc.com and download the removal tool and follow their instructions. Thats Symantec's AntiVirus Research Center.
Of course, if you had a Mac, you'd just sit by bemusedly, knowing this thing won't bother your system at all.