On Corsair’s Support Forum thread there are 2 links regarding firmware upgrade.
The 1st link is labeled "Sandforce Update Tool and .PDF Instructions
From reading your post you obviously clicked on this link, and downloaded the .zip file, which contained the firmware updater and a .pdf file which has instructions on how to update the firmware.
Did you click on the 2nd link right below labeled "Force 3 5.02 Firmwares
This is the .zip file that contains the firmware files.
If you clicked on the 2nd link and downloaded the file it should be in the same location as the file you downloaded in the 1st link.
If you are using Windows 7 then the default location Windows uses for file downloads is Downloads
Read the .pdf instruction guide (if you haven't already) before you perform the update.