I searched the forum to try to teach myself how to install the construction download. I came across this:
Tao, that fixed the problem!
The following path indeed exists in my S&T 2008:
C:\Users\username\AppData\Local\Microsoft\Microsoft Streets & Trips\15.0\Data
I pasted the earlier downloaded ConstructionA7031618.dat file there, and my Streets and Trips 2008 no longer displays the message that the construction data is out of date.
However, this does not seem to be the correct path to my data file. I am using XP SP3. Any suggestions?