Install updates and shut down: How do I activate this option?

This quote from Microsoft: "help and support" "Install updates and shut down Use this option to help make your computer more secure before you turn it on again. When you turn off your computer, important updates might be downloaded but not yet installed. Either you were notified and haven't yet installed them, or you are turning off your computer before the scheduled installation time. With this option, Windows will install the updates and then automatically shut down your computer. No one else can use the computer while the updates are being installed. Important Do not turn off or unplug your computer, or move your portable computer while updates are being installed. If you interrupt the update process—during shutdown only—you could damage files that Windows needs to operate. This might require you to restore your computer from a backup, or use another recovery option (or reinstall Windows). This option appears only if you are running Microsoft Windows XP Service Pack 2 (SP2) and you turn on Automatic Updates." Thanks