There is not an automatic installer. The file you download is the application file itself (it's not even big enough to deserve compression). Probably the easiest way to install it is just to download it straight to your desktop; then you can just double click on it to run the program. Alternatively you could put the file anywhere you want and manually create a shortcut to it from the Start menu.
NOTE: There's a slight possibility that this program will complain about missing DLL files when you try to run it. This is because I was too cheap to buy the "professional" edition of Visual C++. If this happens to you, email me at and let me know what files you need, and I should be able to tell you where to find them.