Safe to delete "C:\WINDOWS\SoftwareDistribution\Download"

After you have installed all the pending updates, it is safe to delete all the files and folder under C:\WINDOWS\SoftwareDistribution\Download\

_{As @Zab said, stop the Update Service while you clean up the folder}

1. Enter net stop wuauserv into an elevated command prompt
2. Manually clean up C:\WINDOWS\SoftwareDistribution\Download\
3. Enter net start wuauserv into an elevated command prompt
   As soon as the service starts again, some folders will be re-created. This is ok

You should stop "automatic updates" and "windows update" services, then you can delete all downloaded/(and already installed) updates

You can also clean the database folder nearby to "reset" windows update.

Harry reports problem with people who deleted the directories, as opposed to people who deleted files in directory.