I've done it twelve times now (all 12 shown in "update history"), re-booted several times between download/installs but Windows Update keeps bringing it back up as being an important update requiring installation. It's sitting there now as available in Windows Update.
What's wrong? Is it not installing fully maybe? (It shows up once in "installed updates" so I don't think that can be the problem.)
Not sure if it's relevant but I upgraded from Vista Home Premium to 7 Home Premium the day before yesterday and it all went without a single real glitch. This minor problem is the only thing that's not gone all that smoothly, which is quite impressive in itself 'coz I was nervous of upgrading without doing a clean install. If this is the only problem I get, I'll be a happy bunny (and I don't think this is particularly related to the upgrade anyway).