What Windows version are you using?

If you're in Windows XP (Home or Pro edition) it should come up under the list of 'Custom' updates, after it has scanned your machine.

It's not a 'required' item, so you don't get it if you just run the 'Express Install' option. I still recommend that you do that step first though.

Incidentally, I find it worthwhile to let the site re-scan my machine after every unpdate install has completed. Sometimes you get offered an 'update to the update' after a re-scan and this often happens with the custom items.