Sophos not updating

I have been using Sophos antivirus for several months at home for my small 3 computer network but I'm using a remote server for updating. For several days it's been saying update failed, update failed and an icon with a red line over it appears in the taskbar. It keeps saying " could not contact to server". Now, I don't know what's wrong, I asked the people managing the network at the university where the server is and everything works fine there.
I have also tried to donwload updates manually using this thread and the link provided there:http://forums.majorgeeks.com/showthread.php?t=25135
However, the downloads just stay in my Downloads folder. Where do I install them? Or where do I have to put them?

More important, is there another way of updating my Sophos 4.01.0?
Thanks for all your answers.

 

Typically, once you download the manual virus definitions update, you need to execute/run them.

For the automatic update, try turning off any firewall you have installed.

 

I can't run them. It's just a simple file, not .exe, not anything. What can I do?

 

Doesn't look like you are downloading the correct file.

Did you BROWSE to this link: http://www.sophos.com/downloads/ide/

Then download http://www.sophos.com/downloads/ide/400_ides.exe ?

I'm guessing you are using: IDEs for SAV version December 2005 (4.00)
Current CD version

 

Oh, ok thanks. I was downloading the IDE's file. It said they're for the 4.01.0 version as well. Anyhow, I downloaded the .exe program and now it says updated under the certain IDE file. thanks for clarifying that.