With the release of Windows 10, Microsoft is taking a very aggressive tactic to get you to upgrade, showing the orange shield exclamation point, making users of Windows 7 believe that you need to do this.
You can remove this notice by going into Start->All Programs->Windows Update and hiding the upgrade. Click the 'Show all available updates' link, and right click the item. Choose 'Hide update'.
Finally, to get rid of the system tray notification, click the up-arrow at the left edge of the tray and choose 'Customize'.
Find the GWX line item and set it to 'Hide icon and notifcations'.
Your 'Shut down' selection will now be clear, and you can trust it to install updates without attempting to download and install Windows 10.