NSU:

• IF your download is stuck, u can alternatively DL the firmware image manually (RX-51_2009SE_10.2010.19-1_PR_COMBINED_MR0_ARM.bin for global) from here
• Then u have to copy the DL image to this folder in Vista/W7 C:\ProgramData\Nokia\Nokia Service Layer\A\nsl_service_module_00001\vpls\www.dsut.onl ine.nokia.com.oti.caresuite\Products\rx-51 (just insert this in the default windows file manager or to the start menu search).
• Then run NSU again and it will run the fw update.

EDIT: the folder ProgramData is invisible by default. Before inserting the folder link in file manager (or search), delete the space in www.dsut.online.nokia.com.oti.caresuite part of the link. In windows XP as Larswad said is "C:\Documents and Settings\All Users\Application Data\Nokia\Nokia Service Layer\A\nsl_service_module_00001\vpls\www.dsut.onl ine.nokia.com.oti.caresuite\Products\rx-51"