Doesn't seem like you're downloading anything there, you're installing maibe? xD
There's some sort of issue when it wants to replace the already existing file as mentioned in the screen. It also says "Access denied". This is most likely because you've to be logged in as administrator when overwriting things on the C drive.
You can try right clicking the installer for the patch that you downloaded, then choose "Run as administrator". If it doesn't let you, you probably have another account on that computer that is infact the administrator. Ask for them to install the patch for you in that case.
If trying this doesn't solve the problem, I'm not sure what will.