It doesn't need any installation, the exe should just run from anywhere. I don't recognise the error message, it if can't find adb.exe it should say "Cannot start adb.exe!" and that is the only file it needs in order to run. However it does need the .NET Framework 2.0 or later but this should be installed by default on most Windows system. Are there any more details about the message box, its message or title?