Hi
Yes you have downloaded the hotfix from the correct link http://helpx.adobe.com/coldfusion/kb/coldfusion-10-update-12.html
The size of the .jar should be 19,865 KB. The CF 10 version after update 12 will be 10,0,12,286680.
Launch the Web Server Configuration tool (C:\ColdFusion10\cfusion\runtime\bin) as Run as Admin and then create the connector.
HTH
Thanks
VJ