I have this message accasionally, and so i just stop what I'm doing and wait and go and do other things untill the p.c updates whatever it is doing.
No problem, as i dont close down untill all is clear, and then close if you wish.
Usually it's best to let it run it's course but...
Every now and then an update will erm... Glitch.
I would consider a system restore to before the update was downloaded. It will then re download the file and try again.
You haven't said what OS you are using? If you are using Windows 7 then go to troubleshooting and use the repair on Windows Updates which will find and correct any issues it finds.