You could wait for Windows Update or download it here, right now.
Update: Direct download link changed overnight. I’ve edited the link above to point to the correct page. Be sure to read the info page first!
Update 2: I’ve got a summary of what’s included – and why most existing Media Center owners won’t see any change – here.
Ed Bott 
Ed,
Looks like there’s no download access to the rollup on that page you’re linking to — only instructions to get it fron Windows Update. But, I am not looking at it with a Media Center PC, so maybe it shows up when you use that.
Dwight, looks like the link was changed overnight. I’ve updated the post with the correct page. Thanks!
The page says the .NET framework is required. Do you happen to know how much of it is written in .NET?
I don’t know the answer to that one, Ryan. Matt Goyer would probably have a better idea.
Hey Ed or you experiencing any Blue Screen of copy Protection “BSOCP”?
After Rollup 2 I can only watch HBO for 1 or 2 minutes before i get the BSOCP.
I also ask Thomas this question.
No, I haven’t seen that at all, Yardman. I’ve been running the update for almost a month via a copy downloaded from the OEM System Builder site.
I am skeptical about trying the WU version. because i was using the OEM of Rollop2. Here is a jpeg of my BSOCP.
Yardman, did you download this from a bootleg source, like a BitTorrent? If so, uninstall it and get the official release.
I have seen that message before. It was fixed by an update released in December 2004.
No ED i got it from MS OEM site.
OK, that’s odd and not one I’ve heard before. If I hear anything I’ll pass it along.
Hey ED i did a fresh install and so far so good. No BSOCP.
NVCSOFT