That is the 'complete' download file....~ 3GB
Download it... don't breath or do ANYTHING on your pc while it's downloading....
turn off anti-virus and any other programs..
install...... wait........ it will update/patch..... wait..... update/patch... wait..... update/patch.... wait..... think 3-4 times.....then you'll have the 'latest' version.
There's another thread about verifying your download. I highly suggest you use some kind of downloading program that will re-start and verify the main download. Also, download directly from the mirror link and DON'T use the EU setup.exe.
Best of luck!