I use to just copy and paste it to a cd or usb stick and then run that with windows running.
It overwrote the operating system I was using [win 98 or another winXP] and just installed itself nicely.
I almost always ran a new version while I was using the old version.
Literally boot into windows XP and then run the setup process and in an hour was done.
Sometimes I would dual boot [or even 4 boot] windows XP to test different versions out
This is about the easiest OS to install I think .