By golly it installed itself on my machine too! Even though I have Updates set to Check, but let me choose whether to download, and install.
Hmmm, What was I doing about this time yesterday??
Me thinks it has to do with the recent concerns about "Flame"
Source: How to obtain the latest version of the Windows Update Agent
If MS can override our choices, I'm glad their on our side...
Maybe I'd better restart my machine, just to be on the "safe" side.