::I copied it to my desktop, but the menu that shows up when I right-click on it doesn't have an "install" option. I just get Open, Print, Scan, Open with..., Sweep with SpySweeper, Send to, Cut, Copy, Create shortcut, Delete, Rename, and Properties.   

 :::OK, it looks like the Install option is only there on Windows Vista. I've added instructions for Windows XP. Thanks for catching this! —