I know I know I know I know. I would have determined this if I had bothered to do some reading before diving head long into it. but look, I just couldn’t have been bothered at the time. I was consintrating on other things. And, yes. I know. that’s not the way I should do things but give me a break!
So. to get Exchange sP2, you need to download it separately from the Microsoft website. I’m not going to give the link. Google it.
When you download it, the extract process will run and dump a folder in the same path as the executable file that you’ve just downloaded by default. From here, go to setup then update.exe.