You can go here: http://support.microsoft.com/kb/914387/ and read how to change your TimeZone so Windows will have the correct time.
Of course, for people like me that have old computers without automatic updates, the lazy man's method is to just goto to Control Panel -> Settings -> Date / Time, and choose a different timezone - one that's 1 hour closer to GMT than you.
Hey it's better than wasting all morning installing XP SP2 - which is what most of the windows patches seem to want you to do.
PS. here's an easy way to change the timezone correctly on FreeBSD / Linux.