Well it might be that the Mac drive is already updated with the newest firmware that you installed via the Software Update. To get rid of the nagging browse to your Utilities folder, the simplist way of doing this is by hitting the "Go" option on the menu bar located on the top of your screen.
Just drag the Firmware update into your trash can and delete it manually, there is no reason you should have it if you already updated your Macbook / Macbook Pro