You will see this page in the wizard only if Setup could not find an initial copy of the Microsoft Update catalog in the location you specified on the previous page. To continue, you must manually download the initial catalog to complete the installation process. You can download the Microsoft Update Catalog from the microsoft.download.com web site (http://go.microsoft.com/fwlink/?LinkID=74689).
In the File Download box, confirm that the file is named Wsusscn2.cab. Click Save, and save the file to any location accessible to the Setup program. For example, you could save it on the local hard drive of the site server or in a shared folder that Setup can connect to by using your logged on user account.