There are three main reasons this file has become a "ghost":

vs10sp1-x86.msi is a service pack for Microsoft Visual Studio 2010, which is an integrated development environment (IDE) for Windows. The service pack provides updates, fixes, and improvements to the Visual Studio 2010 software.

is often preferred over the web bootstrapper because the original web-based download servers are frequently unreliable or decommissioned. Having the offline MSI ensures you can actually finish the install without "download failed" errors. Dependency Management: It is often bundled with Microsoft Visual C++ 2010 x86 Redistributable

If you have the .exe version and want to create a local layout: Open a Command Prompt. Navigate to the folder where you saved the installer.