You probably have Windows updates set to to auto? If you open the the control panel find windows updates and change the settings to 'check for updates but ask me whether to download and install them'. This is arguably the best setting anyway as your testament verifies. Not all updates are wanted and I always have my WU set to this setting as it gives you more control on whats happening with your pc.
If you don't want to see the same update appearing every time you open the WU just right click the update and click 'Hide'.