XP Update problem

I've accidentally downloaded an XP update file through the automatic update thing. The update won't actually happen until I hit the shutdown button. Is there a way to find the particular downloaded update file and delete it...or just delete all of the update files? I don't want to install it and then go and uninstall it.

If you know the name of the update, use the search tool to find it. If not, let it install, then go to add and remove programs in the control panel, click show updates and uninstall it.