Looks like Microsoft just updated the patch notes:
https://support.microsoft.com/en-us/kb/3038314?wa=wsignin1.0
"If you receive this error message, click About Internet Explorer on the Help menu to determine whether the security update was installed. If the Update Versions line shows KB3038314, this indicates that the security update is correctly installed and that the system is not in an unprotected state.
Microsoft is researching this problem and will post more information in this article when the information becomes available.
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Thanks Bacon..... This is the final answer. So many people said, if you uninstall and re-install and make sure not select 3038314 until after you have 11 installed... Those worked but if we can just "hide" this errant request to install it again then "Why NOT !! ??" Thanks for pointing out MS Said... "It's all good, just ignore this if it is really in there." That what I'm doing and moving on with life.
Ken