Beware of user account control (UAC) when installing update rollups for Microsoft Exchange 2007/2010. It will cause your update to fail!
If you get the following error it is most likely because of UAC.
Setup Wizard for Update Rollup 5 for Exchange Server 2010 Service Pack 1 (KB2582113) ended prematurely.
Setup Wizard for Update Rollup 5 for Exchange Server 2010 Service Pack 1 (KB2582113) ended prematurely because of an error. Your system has not been modified. To install this program at a later time, please run the installation again.
To exit the Setup Wizard, click Finish.
So what is an easy way to install the update without having to turn UAC off? Run a command prompt as administrator and launch the msp from command line.