If your game is a Steam download, you have to use the Steam autoupgrade or you may get all kinds of weird problems. If the game has been installed by a Steam download, you need to right click the Steam icon when it is open in your taskbar, got to 'games', select FM09, select properties, then select options, then ensure that the option is set to 'upgrade automatically'. Exit the game and relaunch and it should autopatch the game.
If your game is just activated by Steam, then you can use the manual download to patch.