First, place the distribution kit into a temporary directory (e.g., C:\TEMP or C:\SCRATCH).  DO NOT try to run the kit from the directory into which you are going to actually install LISTSERV.  (Note that if you have downloaded it into the standard Windows download directory, it is also perfectly fine to run it from there.)

Next, make sure that you are logged in either as the Administrator user or as a member of the Administrators group.  You cannot install LISTSERV unless you have administrative control of the computer.

The kit is a self-contained, self-extracting setup kit that includes all of the files you will need for the installation.  Simply run the kit from a DOS prompt or double-click on it in Windows Explorer to start the installation and follow the script.