If you enter Settings > Applications > Manage Applications > Menu button > Filter > Tap ALL > You will see Device Management.
This app checks for firmware updates from AT&T.
Also in the Applications setting menu you have Running Services. You may tap to close the Device Management service.
You can also use a startup manager to stop Device Management from auto-starting.
Also, you can root the device and use Titanium Backup to completely uninstall it. However you'll lose the ability to update Over the Air.