You could had dropped this in with the other patch posting - to help keep the board tidy.
If your got the patch on the desktop - is it a shortcut only? copy n pasting a shortcut will not copy the files. its just a link to the actual location of the files.
so you might want to right click on the desktop item, go to properties, and follow the link to the source of where thoise files are being installed.
do you NEED these SP1 packs? dont install patches if you dont need em, alot of the times patches are for other hardware support, and alot of the times people who patch/update their system end up messing the whole thing up, since the system worked well BEFORE the patching took place.
Are you getting the SP from microsofts site? or another website which is hosting the files? can you download the whole SP as a single file? if so, try using a download manager.
You could also try locating where the patches are being placed with the FIND utility, set it to find files on the day you download them - such as todays date, only return files created on this date.
Then you might have a better idea where they are being stored at - if you have not been able to find em
As said, the desktop link, is just that a link to the location of the stored files.