Copy to local drive before running installations

I’ve downloaded Windows Identity Foundation from,
but when I  was trying to install, it returned
Windows Update Standalone Installer
Installer encountered an error: 0x80070003
The system cannot find the path specified.

I’ve tried a few other similar downloads, and all had the same error,
Finally I’ve realized, that they don’t want to run from shared drive.
After I’ve copied to local drive  Windows6.1-KB974405-x64.msu, I was able to install it.