Alright EA. You win, I'll use your Steam rip-off for Battlefield 3. This game had better be as awesome as Battlefield 2 was. Oh there's an update for Origin you say? Ok. *click*. ERROR WTF.
You must quit the following applications(s) before you can continue: EAProxyInstaller.exe
While this is a pretty easy error to fix, WTF EA. No duh you need to quit the program before updating it, WHY DON'T YOU DO IT AUTOMATICALLY?! Great start EA. Great start.
Anyways... Just open up task manager (left control + left shift + escape), click the processes tab, and find the EAProxyInstaller.exe entry. Simply right-click it and select "End Process Tree".
Then just click the retry button, and it should run correctly now. Oh, and FYI, Origin won't automatically re-open after the update. You get to manually launch it again! How stupid can you get?!