Microsoft has a scanner you can download that supposedly tests for the vulnerable GDI+ dll on your computer but I used it and don't think it was worth the few seconds I wasted downloading it. It claimed that my install of Office was vulnerable and needed to be updated but I went to the Office Update page and was told there were no updates for me. I have a few other programs that I am fairly certain are vulnerable but they weren't mentioned.
There is now a
better scanner at the SANS site. It has a much more complete scan and tells you everything you need to know about what versions were found, where, and if you should update them. If you use Windows, you should probably use this tool.