I tried to install the Cumulative update package 14 for SQL Server 2008 R2.

After requesting the update on http://support.microsoft.com/kb/2703280, I got an email containing a link to download the file 449383_intl_x64_zip.exe. After downloading the file an trying to run the self extracting zip file, I got following error:

This self-extracting zip file is part of a multidisk zip file. Please insert the last disk of the set.

There is no other option than pressing the OK-button.And after pressing the OK-button 3 times, I got following error message:

An error occured while unzipping. One or more files were not succesfully unzipped. The error code is 110.

The solution for this seemed to be to just download the file from the given link in my email again.
After this I could succesfully run the self-extracting zip file an install my cumulative update package.