Mucho Critical fixes this month including a patch for the DirectShow ActiveX component flaw that was described here. Unfortunately there's *another* ActiveX (Microsoft Office Web Components Control) exploit that's being actively, uh, exploited, that wasn't patched in this month's collection.
Microsoft released fixes for exploits they didn't patch two weeks ago. The IE exploit affects IE 5 - IE 8 so don't think just cause you no longer use IE 6 you are okay: