I don't understand what you mean. If you tick the window update to download it then it downloads and installs automatically. It doesn't download to somewhere and then give you the option to install it. Am I picking you up wrong, could you explain?
I have a update to office 2003 that will not install and I want to hide it as I am fed up being told I have an update. I have switched from automatic updates to download and then I check them on the custom install as I had a previous IE7 automatically install which created mayhem on the machine which required a windows reinstall. Does this make sense.
If I'm not mistaken, doesn't windows update offer the option of hiding individual updates when they come up? I don't have any outstanding to confirm that, but under "Options" in the sidebar of Windows Update there's a choice to unhide what you've already selected to hide. The solution's somewhere in that part of the windows update site.