Then please tell me which folder I have it in. 
Your browser cache folder (:TNG).
It contains the word “WGATray” in there somewhere.
Until I click the X - sorry - the “knob” (my OS X theme rocks), in the upper right corner, there may be some WGA stuff here. But once the knob is clicked, it’ll all disappear.
I download updates manually and skip the WGA stuff 
Here’s how to remove all WGA files:
Quote from site:
To prevent new Microsoft [b]spyware[/b] from entering your system you should disable automatic updates.
Down with the spyware!
Ragwing