The shellexec.exe is for the autorun.inf. This is if you burn it to CD. When you put the CD in, autorun opens the index.htm file. As mentioned before you can place the files in any folder, then click on index.htm to open.

This webpage lets you browse the content in the folders and decide what you want to install. Just click on the download button below any thumbnail image. On the popup menu choose Open With, then select your zip program. After your zip program opens just point it to your runtime directory and unzip.