Open services.msc (Services), scroll down the list to Windows Update. Stop that service.
Delete the SoftwareDistribution folder. It's located "C:\Windows\SoftwareDistribution"
Don't worry, the next time you check for updates, it will rebuild that folder. Most likely something got corrupt in it, and needs to be purged from the system
Edit: Sometimes you might need to stop the "Background Intelligent Transfer Service" too if you're unable to delete that folder.