When you save the update installation file, or any downloaded file for that matter, you must remember where the file is saved to in order to run it. An easy way to manage your downloads is to create a folder specifically for them. ( for example, C\:downloads ) Then everytime you download a file, you will know exactly where to look for it.

If you are not sure where the file is saved, you might try going to the Find function of your operating system and searching for that file. On most operating systems that function is found by clicking on Start and then Find.

For more information on searching for files on your operating system, please consult your documentation, or any of the myriad of online resources available.