Why dont I have a windows update icon in the toolbar

I have windows update set up to download but not to install, I then normally click on the yellow shield, review the updates and install them.

Now when I shut down it tells me I can turn off and install updates... which indicates there are some updates downloaded but there is no yellow shield to review what they are.

How can I get the yellow shield back?

Update 1
I can confirm that I have the following selected;
"Download updates for me, but let me choose when to install them"
I also have "Hide Inactive Icons" unchecked

From the WindowsUpdate.log file , I have the following lines.

2009-09-02  21:58:27:343    3504    5a8 Shutdwn Install at shutdown: found updates to install
2009-09-02  22:00:40:953    1864    9c4 AU  AU found 1 updates for install at shutdown

I also have

2009-09-03  05:26:41:281    1864    1768    DnldMgr   * Update is not allowed to download due to regulation.
2009-09-03  05:26:41:281    1864    1768    DnldMgr Regulation: { a guid } - Update { a guid }  is "PerUpdate" regulated and can NOT download. Sequence 3187 vs AcceptRate 0.

Googling "Sequence 3187 vs AcceptRate 0." doesnt give anything
But still no yellow shield.

Update 2
Googling a bit more has given these links, I havent had time to go through them yet but they look promising.