I assume you are talking about Windows Update
On the Windows Update main window click on Change Settings, here you can set how you want it to behave. By default it is on Install Updates Automatically. You can change it to Download Updates but let you choose whether to install them, or Check for updates but let me choose to download them, or Never check for Updates. I have mine on Check for updates but choose to let me download and install them, that way I'm informed about the new updates available, but I can choose which ones I want to download and install.