You set a group policy for the users:
Open the Active Directrory Users and Computers (dsa.msc)
Right Click on the Domain and click properties
Click on the Group Policy Tab
Click on the Policy you want to edit.
Click the edit button.
Within the group policy navigate to User ConfigurationAdministrative TemplatesStart Menu & Taskbar
In the right hand pane you will see a listing of configurable polices. Amoung those you will see "Disable and Remove Links to Windows Update". Enable the policy and exit.
This was first published in February 2001