Hey AngryPanda am not real sure of what you are doing that pop up from the systems tray I just left click on and away it goes so I don't understand what you are right clicking on?
I always add Windows Updates to my taskbar or quick start menu or even desktop for convenience saves an awful lot of clicking around in Cont Panel and programs etc. You just right click on it in program list and hit pin to taskbar or quick start either that or send to - (pick) desktop.