I found this in a few different places around the 'net - hopefully it's helpful:
How to Download Available Updates
If you configured automatic updating to notify you before downloading any updates, an icon is displayed in the notification area each time new updates are found.
- Double-click the icon in the notification area.
- Do either of the following steps:
If you want Windows to download an update, make sure that the check box beside it is selected.
If you do not want Windows to download an update, click to clear the check box beside it.
Your selected updates are downloaded in the background; this behavior allows you to continue working uninterrupted. Downloading does not interfere with or slow down other network activity, such as Internet browsing.
When downloading is finished, the icon is displayed in the notification area to notify you that updates are ready to be installed.