Trying to update iphone software

It's been a long time since I've updated my phone so I tried to download the latest software update on itunes but due to my poor internet connection I ended up having to download the newest upgrade from a website via direct link. the website I used is http://www.mydigitallife.info/2009/10/09/iphone-os-3-1-2-firmware-update-direct- download-links/
After I downloaded the update I clicked on it and all it does is start itunes. Can anyone give me any suggestions on how to get this file to work?!?

An even cursory search of this forum before posting would have revealed numerous similar threads and probably have saved you time.
Disable all firewall and antivirus programs before downloading.

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