Keeping Windows up-to-date is a never-ending story. The main difficulty residing in being informed about new updates that are not necessarily security-related. While Windows Update (an all all technologies and services related) does most of the job, it may often be useful to have a accurate list of HF related to a given technology or in this case, server role.
This MS KB Article is filling the gap: http://support.microsoft.com/?id=2473205 and gives a good overview of the client-side and server-side components involved in file sharing. Finally, it also indicates what is applicable to Server 2008 or 2008 R2 as well as Vista or Seven.
BTW, while keeping Windows updated with MS updates is good, keep all software/driver/firmware up-to-date on your server is better…