Control Panel-> Add/Remove Programs-> Check the "Show Updates" box; Now all you have to do is scroll down and delete what you want. Be careful and make sure you know what you are deleting. Also, remember there are many other means to free up space.
This actually uninstall the updates, which is not a good thing. It's a security risk and can cause problems. He just wants to remove the update's uninstallers that create files in your c:\windows folder like $NTUninstal<KB#>. The thing is you can't just delete the file as it has registry entries associated with it. The program I linked to above removes the uninstall files and associated registry entries.
This leaves the updates in place, but they will no longer show up in the add/remove programs. basically, you will no longer be able to uninstall that update, but you shouldn't need to anyhow unless it's causing problems.