Hello,
By design, you can only create an update by using .msi or .exe files with SCE. For more details, please read the following article:
If you need to deploy .msu files, you may find a workaround here:
How to add Vista hotfixes in MSU format to Updates in SCE http://social.technet.microsoft.com/Forums/en-US/systemcenterupdates/thread/22ed9dcf-6228-4823-99d9-a06fd5150222/
Hope it helps,
Yog Li
TechNet Community Support
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