http://img213.imageshack.us/img213/1420/126gw1.jpg
On this step.. instead of clicking have disk(since i was unable to load up the AdfuUpdate), which is on the right, i just selected my device in the window and pressed next button or whatever .Just play around with that step til you get it.
Also, in the device manager, i had the wrong thingy selected, so go back there and make sure you have the right thing selected for your player. I have multiple usb devices connected to mine so i had to keep scanning for hardware to see which one updated then i knew which one was the mp3/4 player