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Sounds like you've lost MSP file association. Assuming Windows XP, right click the AdbeRdrUpd933_all_incr.msp file, then choose Open With...
Select Windows installer from the list (scroll up/down if necessary). Check the box that says Always use the selected program to open this kind of file.
Sorry, I left out essential info. I'm on Windows 7. I can get to the file associations, but I don't see Windows Installer as an available program.
I found a reference somewhat that indicates that the Windows Installer is named "msiexec". I searched for that name and found the program in the Windows\SysWOW64 directory (folder). I tried the program on my MSP file and got in information box that listed parameters for the program. Among the parameters is "/update" that appears to be what I wanted. In the command line I tried: "msiexec /update <the MSP file's location>". Boxes showed up that indicated that the installer would update the Adobe Reader, but then it stopped with an error message saying that the authority is insufficient to modify a program in the "Program Files (X86)" directory. I tried to modify my authority for that directory, but it wouldn't allow me to do so. I saw that "administrator" has less authority than I do.
Any suggestions on what I should try next?