That's a firmware update, they ship them with the OS now. Don't touch your computer and let it do its thing; I screwed up firmware updates like that twice and had to reinstall + update just to get them when I finally got the clue.
Nonsense, if you screw up a firmware update (nearly impossible) you can't fix it yourself, you need to send it to Apple to fix a Mac with messed up firmware.
Firmware is not installed as software on your HD/SSD, it is installed on special chips, it controls your hardware, without it or when it is damaged your Mac won't start up, and won't work anymore until new software is uploaded with special hardware to that chip, this is what is a so called "bricked" device.
Sometimes though people can do it themselves, I once had a router, I changed the firmware with open firmware, but it got bricked, opened it my self and with a special cable soldered to the board I was able to upload the normal firmware, that fixed it.