Downloading the 1099-etc Differential Update is a two-step process.
When the download starts it will ask you two things:
If you choose to Run the file you will be able to install the update the computer you are currently using and you will be prompted to install the program automatically.
If you Save the file, be certain that you save the file to a location that is easy to remember so that you can find it later when it is time to run the update installation. Once the file is saved, you will need to find the file on your computer, and then run it by double clicking on it. This will start the installation program and allow you to install the software update.