When opening the self-extracting hotfix file for Forefront Security for Exchange 2010 that was downloaded from the link that Microsoft gave, an error pops up:
The self-extracting zip file is part of a multidisk zip file. Please insert the last disk of the set.
This is caused by a corrupt hotfix file. It happens frequently that something goes wrong during downloading those files.
Download the hotfix again. ( Try to use Internet Explorer instead of Google Chrome or Mozilla Firefox )