Windows XP and Vista have started installing updates at shutdown, in certain cases, without displaying a warning or requesting permission, according to reports by several readers. Why 'surprise installs' may recently have begun? One theory to explain the forced installs is that the large number of patches Microsoft released on June 9 overwhelmed the Redmond company's download servers. Ten separate security bulletins, some including numerous versions of patches, were announced that day — an unusually high number. The extra demand may have caused some downloads to be incomplete. Incomplete downloads are known to disable the notification icon and possibly the approval dialog that's supposed to appear during shutdown.
More info: WindowsSecrets