1. Open the ie4shl95.cab or ie4shlnt.cab file in Winzip or any archiving utility and extract all the files inside onto a temporary folder (for example 'c:tempie4shell').
2. Create a batch file in Notepad with the following lines:
@echo off
start /w RUNDLL32.EXE ADVPACK.DLL,LaunchINFSection ie4shell.inf,DefaultInstall
cls
3. Save the file as an 'install.bat' file and place it onto the temporary folder where you store the IE Desktop Update setup files.
4. Double-click on the INSTALL.BAT file to install the Desktop Update and reboot the computer when setup is done.
See also: http://erpman1.tripod.com/comptips.html