I get that too. It is just a reminder and you should run WU or the Update feature of WD. Keeping WD updated is one of the most important security duties you, as the user, have. And since 10s of 1000s of new malicious software is released into the wild every day :eek4:, Microsoft puts out a new WD update almost daily too. A good thing!
If you don't want to see the flag all the time on that little triangle, select customize and change the setting to Only show notifications.