This blog post discusses the additional manual steps SharePoint Integrated Reporting Service instances will need in order to be fully patched correctly.
As part of the October 2009 Microsoft Security Patch Release, the security patch MS09-062 contains fixes for SQL Server 2005 Reporting Services (SSRS). This patch will normally automatically be applied to your Reporting Services instances either through Windows Update or applied as part of your company’s normal security patch process.
However, for Reporting Services instances that are installed in SharePoint Integrated mode, you need to apply an updated “Microsoft SQL Server 2005 Reporting Services Add-in” also. This will NOT be done automatically as part of the update process.
In most deployments, this updated add-in will need to be applied on your Reporting Services server and all your SharePoint Web Front Ends. Basically, wherever you have already installed this add-in in the past.
There is an SQL 2005 SP2 and SP3 version of this patch so I will list the KB article and the add-in download link: