Windows Phone SDK 7.1 must be installed on your computer before you can install Windows Phone SDK 7.1.1. For more information, see Installing Windows Phone SDK
To install Windows Phone SDK 7.1.1 Update, click the Download
button for WPSDK-7.1.1-KB2669191-x86.exe file, and then follow the instructions to install the SDK.
This update configures a 256-MB emulator and a 512-MB emulator as part of the installation, and so might take longer to install than a typical SDK.