WMP: How do I download the Windows Media Player security upgrade?

1. Open OverDrive Media Console.
2. Click "Tools" from the menu at the top left. Select "Windows Media Player security upgrade".
3. Click OK and it should download.

IF NOTHING HAPPENS and the update fails to download, follow these steps:
1. Press F1 and a help box will appear.
2. Look for this link "http://drmlicense.one.microsoft.com/indivsite" in the box on the right, and click the link.
3. This box will appear to indicate that the download was a success: