If you have iClone 3.1 already installed then you only need to install the file iC32_ENU_FullPatch.exe.You can download the file from the Upgrades Page or via LiveUpdate which will prompt you to install the patch when you run iClone.
If you currently do not have iClone3 installed then you should download the full iClone 3.2 installer, which is available from your Premium Members page. This will allow you to install the latest version in one go without the need for any updates afterwards.