So, sometime during a nag from the Windows Update dialog you unchecked (declined) an update. Now you decide you want that update after all.
Here's what you do:
Open the Control Panel
Select "Automatic Updates"
Click on "Offer updates that I've previously hidden"
Wait a while -OR- run "wuauclt /detectnow" from a command prompt.
You will soon get the Windows Update icon in your task tray with the updates you previously declined.
That's it!