Using regular WSUS options (for example All Programs/Windows Update on Vista and Windows 7), install the update and verify that it installs correctly and is configured the way you want.
You may also want to test your update by allowing Windows Update to automatically install the update when no one is logged in.
Update testing should be done on at least one of each of the hardware (x86, x64, Itanium) and OSs (XP, Vista, Windows 7) that you intend to support.
It is also important to test the applicability rules. Specifically, test to verify that the update does not try to install where it is unsupported or you have prevented installation via rules. As older versions of Windows become unsupported by newer software this becomes important.
If the update does not successfully deploy please refer to [Troubleshooting_LUP] before posting in the help forum. Specifically, if you see any sort of digital signature or untrusted certificate error in the WindowsUpdate.log file it is all but guaranteed that you have not correctly installed/distributed the certificate to the clients and server.
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