The first one will fit all at 1.9 GB. You download and save as it is an iso file. Then you need a burning software that burns iso files to a DVD. You then install from the DVD. If you scroll down a bit from the download list is shows you the info for all. If you happen to have Trusteer Rapport installed then that can stop SP1 installing. If you do have it then stop it running then go to programs and features and uninstall. Reboot and try the windows update again. See if it installs.
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