If you used the Select Folder button when you installed Acrobat Reader or Acrobat Exchange, you will also need to use it when using the "Install OLE Plug-in" installer. Pressing the Select Folder button will open a dialog box which asks you to "Select the installation folder:". You can either select your "Adobe Acrobat 3.0 Folder" (or whatever the name of your folder containing Acrobat Reader or Acrobat Exchange) or the folder containing your "Adobe Acrobat 3.0 Folder".