I too run Windows XP Pro and according to the advance notification, I was supposed to receive updates identified as
MS12-004 (KB2636391 (Critical)), MS12-001 (KB2644615), MS12-002 (KB2603381), MS12-003 (2646524), MS12-005 (KB2584146), MS12-006 (KB2643584), MS12-007 (KB2607664).

I received only the following of this list: MS12-002, MS12-003, and MS12-005. However I received the following in addition to the 3 above: KB2598479, KB2585542, KB2631813 and KB2597098 plus updates for MSRT and Windows Defender. What happened to the critical update? Why did it not install? Why was it not required on my computer?
What happened to the others listed in the first paragraph?

My computer continues to function satisfactorily and Microsoft Update seems to work satisfactorily but there appears to be some information withheld by Microsoft re whether some installations need to install the updates. I find the missing updates confusing. Maybe I am missing something but how do I find out what I am missing.
Rerunning Microsoft Update just informs me there are no further updates to install.