Assuming you are using Vista or Win 7, goto the Control Panel > Windows Update, view the listed updates and then right click the update you don't want and select Hide. it won't appear again.
Windows update pops up from time to time. I look at the choices and usually download the important ones. The icon on the bottom goes away. Fine. Recently, it came up with an important update. I downloaded it and got Ex. 9. Did not want it and after reading cnet, got rid of it and back to 8. Now the icon will not go away. Everyday, when I turn on my computer, it tells me I have important updates, the same one. How do I get rid of that update. I have unchecked it, but it is always there. Any Advice??