Many times group policy disables Windows Update so that Corporate IT has the ability to control what gets pushed to a corporate computer. Sometimes it is useful to get around this.
As with many hacks to group policies you just need to edit your registry.
Delete the following keys in the registry using regedit
Do this at your own risk of course. This KB from Microsoft explains different reason why you may be getting the message in the first place. http://support.microsoft.com/default.aspx?kbid=326686