Need help with DSP U-7135 update

I am trying to download the update for my DSP U-7135 handheld but I having trouble. After saving the crom update file and DS download from Diablosport.com, I plug in my DSP into my laptop and nothing comes up. In the instructions it says click on the file with the DSP logo but I don't have it on my desktop or in my start menu. If anyone knows what I am doing wrong or can guide me through the update install I would greatly appreciate it!!