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I just went through this exercise last night. There is a Self-Extracting patch for NON-Gold, but for the Gold version (which is what I have) you must also get access to a RAR file unpacker. This site has a Demo that worked for me:
Choose the top file in the list, download and install it. This should change the icon of your patch download file. Now you can double-click the patch and it will open the RAR program. It then becomes a simple process.
I have the non-gold version and have been unable to install the patch. I've downloaded it from a site recomennded by Totalwar.com. I t downloads as a zip file to I extract it and it opens a new file. I have been unable to get the patch to take affect, and I was wondering if someone had blow by blow instructions I could use, because this patch is definately self installing, and I am sure I have the non-gold version.