Hi Shirley,
Did you really just download? Usually the patches from the M$ Sites
can be directly installed from their sites.
If you are sure that downloaded then just start downloading any other
file, and watch out what the dialoguue tells you were it is storing
the file, typically its somewhere in the "Documents and Settings\Your
Username\Local Settings\Temp". If you changed that location in a
recent download, e.g. for mp3s to go into MyMusic then it will be
there, as the download dialogue typically remembers the last save to
location.
