Since Windows XP SP2, once user has enabled “Auto download, but ask user whether to install update”, every time shut down computer, you’d have to wait until system has installed the updates. But what if user has something emergent and has to shut down, then you have no choice.
  If you use Windows 7, you can try the solution introduced here. Run group policy editor and take turns to expand “User configuration”—“Administrative Template”—“Windows components”—“Windows Update”, double click the option “Don’t show whether to install and update on Windows Shutdown dialog” on the right side window. And then on the prompt window, click “Enabled”, and at last click “OK” button to save the configuration.
 You may ask: does it mean that the downloaded system update files are deleted automatically or just get lost if it doesn’t prompt? You don’t have to worry about this, because the downloaded files are in system directory.
  Comment:
As it’s said at the beginning of this article, it’s not a good choice to disable Windows Update directly, but each time shut down machine, you have to wait until “System update installation finishes”. But you can choose system update time flexibly by changing group policy. Obviously, this is kind of rational.