I don't think I was quite clear in my last post, you do not need to run the original firmware's updater unless you are specifically updating the bootloader. Updating Rockbox (which, again, is the .rockbox folder on your SD card) only requires that you restart the device.
In order to remove the Hosted menu, you need the correct STOCK update file for your device. Put this on the SD card as "update.upt". Then you will, with the device OFF, hold VolUp + Power. Then run the "Aigo Recovery" option.
From this point on, unless you wish to remove the rockbox bootloader entirely or there is some reason to update the bootloader (this is EXCEEDINGLY rare!), you never need to use the updater feature. Rockbox can be updated simply by overwriting the .rockbox folder on your SD card.