Hardware Updates

I have critical updates for my network and am having
problems installing them. It says that I need to connect
the router to the computer by with an ethernet cable,
which I did, but then I get an error saying that it can't
update. When I go to the help screen it says that I need
to close all VPN connections such as the firewall. So I
disabled the firewall and virus scan and enabled pop-ups
and it still will not update. I'm sure that I'm doing
something wrong. Please help.

Joe