Installation Help (Score 1)

Can anyone help out a newbie? I downloaded the patch but have no idea what to do next - double clicking on it extracted two files: Q815411_WXP_SP2_x86_ENU.exe and Q815411_WXP_SP2_x86_ENU_Symbols.exe. The first seems to do the installation but I have no idea what to do with the second - it asks for a directory and then creates a folder called symbols in that directory and a file called ntdll.pdb in it. I'm not sure what directory I should give and what to do with the file. Thanks