MS has released one Vulnerability bulletin found for MS SQL Server
This is applicable to below products
SQL Server 2000 SP4 (All edition) --> (KB960082)
SQL Server 2000 Itanium-based Edition Service Pack 4 --> (KB960082)
Microsoft SQL Server 2000 Desktop Engine (MSDE 2000) Service Pack 4 --> (KB960082)
SQL Server 2005 SP2 --> (KB960089)
SQL Server 2005 x64 Edition Service Pack 2 --> (KB960089)
SQL Server 2005 with SP2 for Itanium-based Systems -->(KB960089)
SQL Server 2005 Express Edition Service Pack 2 --> (KB960089)
SQL Server 2005 Express Edition with Advanced Services Service Pack 2 --> (KB960089)
Patches are available at http://www.microsoft.com/technet/security/Bulletin/MS09-004.mspx