You will need WinZip or ALZip or similar installed to unpack the Screen2Flash installation files.
Double click on the downloaded Screen2Flash.zip file and unpack this to your local hard drive.
Locate setup.exe in the unzipped folder and double click to install the application.
You can choose to install desktop, start menu and quick launch icons if required.
Once installed you can start the application by navigating to:
START -> PROGRAMS -> SCREEN2FLASH
The installation folder also contains this user guide and instructions for configuring streaming players.