There are several ways to install the program (Depending on you run Windows3.X or Windows95).
I - You can extract all files into one temporary directory on your harddisk, and run the installation from there.
You would then have to do something like this :
First make a new temporary directory, this is best done from filemanager or Windows explorer in Windows95. Name it tmp.
Second extract all files into this directory. Depending on how your system is configured, this is done in either MS-DOS prompt, Filemanager or Windows explorer.
Then run the setup program.
II - In Windows95 you may use add/remove programs from control panel. If you do this you can use both options above.
If you experience any problems, don't hesitate to contact me.
