I am assuming you are running Win XP. These updates are generally security patches from microsoft and shoul be installed for the safety/security of your system.
Yes, you can turn them off, click start/Control Pannel/System. Click the Automatic Updates Tab and uncehck the box that says Keep Windows Up to date.
If you have not made the control pannel a menu item, or switched back to classic view, you will need to search for your system icon in the Control Pannel
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