automatic updates.

Installed an update yesterday, something to do with Windows XP service pac
(something simliar). It seemed to take couple hours to load with the
indicator bar only going about halfway in its window. It had two windows
open, move top one down, and the first window read installation complete.
Closed it, but the top window (the one with the meter only half way complete)
will not close. Left cpu on all night, the top window is still on the
screen, and cannot be removed. It has no X, cannot right click Software
updates on the bottom info bar. How do I get rid of this window?