Can't run HP Patch DPWINBDL_00701.exe on Windows 2003 SP2

"Windows cannot access the specified device, path, or file"
http://support.microsoft.com/kb/2669244

Fix “Windows cannot access the specified device path or file” Error
September 27th, 2009 by Aseem Kishore
http://helpdeskgeek.com/help-desk/windows-cannot-access-the-specified-device-path-or-file/

I've tried everything I know and checked some other blogs to no avail.
- Disabled Antivirus. Made sure Windows Firewall or any firewall was Off.
- Made sure IE Advanced Security was not installed.
I can run the patch on other systems (7 Pro, XP Pro, 2003 SP2) with no problems. Just on this particular Windows 2003 SP2 server. Not sure why.