Exchange Web Services SDK - how do you install this ?

I'm trying to install the SDK from this location:

Microsoft Exchange Server 2010 SP2 Web Services SDK September 2011

http://www.microsoft.com/en-us/download/details.aspx?id=13082

IE9 downloads the file for me, but tells me the publisher can't be verified  (errr... it's Microsoft).   If I click on the "Learn more" button, a second IE popup window appears, with details of why this has happened:

Topic not found.

The topic you are looking for is not available in this version of Windows. For additional assistance, seeMore support options.

Ah.  Maybe not.   

Anyway, I click on the Run button.

The installation wizard begins, I click on Next, but get this window:

Okay, so I need to install Document Explorer.

I click on the Install button, and get yet another small IE9 popup window appearing...  with just a "page not found" error.

The window is attempting to load this page  (if this helps):
res://ieframe.dll/dnserror.htm#http://go.microsoft.com/fwlink/?LinkId=66599


Is there a new (working) release of this SDK somewhere...?