The file you downloaded is a program file all you need to do is find the file and double click on it to open. iT will automatically uncompress the file and put the extracted files into a folder, and then proceede to install the file.  Once you have it installed go to device manager and make sure it is listed and shows no yellow (!) or red (X) next to it. 
Newbie with what is probably a dumb question but here goes. I just bought a Latitude D600 on ebay. I'm having trouble connecting to my Linksys Wireless Router, sometimes it connects other times it says "unable to connect". I thought I might need to update the driver so I downloaded one from dell to another computer. My problem is, I don't know where to or how to install it. Any help will be greatly appreciated. THANKS!!!!!
Wireless Driver Update