Use the stand alone web updater which is option 2. Don't download option 1 which is the Lifetime updater, this will sit there hogging resources checking for an update that only occurs 4 times a year... pointless
The standalone updater will download, run that with your Zumo plugged in via USB. It will tell you that you don't have enough room, carry on and select Western Europe and also to install full Europe onto your computer. This will take a few hours depending on your net connection. Best left to it's own devices, go for a walk or something...
Once complete hopefully you'll have Western Europe on your GPS and full Europe on your PC.
Using Mapsource or MapInstall you can now select any other mapping tiles you want and send these to your SD card. Best to have this in a reader as it'll be a bit quicker. MapInstall is a dedicated program for this purpose and and if you're unfamiliar with Mapsource, or on a Mac, then I would recommend that you use that.
Once complete put your SD card back into your Zumo and boot. The mapping should now be showing and useable, check by going 'Tools' > 'Settings' > 'Map' > 'Map Info', the supplementary mapping should be shown alongside the primary mapping you installed during the update.
The tile of Prague that I loaded as a test can be seen below as [1], the primary Western Europe mapping is shown at [2]. The 3D file above that is the 3d buildings data, this is only for the primary mapping area, no 3D buildings (or Junction View images) will be shown elsewhere.