Double-click the enclosed Shaker3.3_install.msi file to start the installation. It will install Shaken, not stirred in your Program Files folder (unless you choose a different folder) and create program shortcuts in your Start Menu and Desktop.
Uninstall: In Windows' Control Panel "Programs and Features", right-click "Shaken, not stirred" and select Uninstall.
Highly recommended if you're comfortable with manual installs, and like the simplicity of all configuration and temp files kept in the program's folder (so just deleting the program folder completely uninstalls). Download the manual installation file at http://www.geocities.ws/shaken/Shaker_manual_install.zip (If these instructtions are outdated and that link no longer works, check the Shaken, not stirred home page.) Unzip the downloaded file to a subfolder of your user profile folder, e.g. "C:\Users\<your login name>\Shaker" and run Shaker.exe. For convenience you'll probably want to create a shortcut to Shaker.exe on your Desktop or Start Menu.
Note: The program writes all files to its own folder (except generated playlists wherever you choose) only if it's in a subfolder your user profile folder. If you put it anywhere else (like the Program Files folder), configuration and temp files would be written to your user profile's AppData folder to avoid causing User Access Control warnings from Windows.
You can always find the latest version at the Shaken, not stirred home page http://www.geocities.ws/shaken/. If the version you downloaded from some other site is out of date, the people at that site will probably appreciate a heads up from you that a newer version is available.