If you get the following error message:

Win Zip self Extractor cannot use command file spamcatchersetup.exe
Windows does not have a program associated to run it.

You need to download the Windows Installer.  The files can be found at: 

Windows Installer 2.0 Redistributable for Windows 95, 98, and Me
http://www.microsoft.com/downloads/details.aspx?FamilyID=cebbacd8-c094-4255-b702-de3bb768148f&DisplayLang=en

Windows Installer 2.0 Redistributable for Windows NT 4.0 and 2000
http://www.microsoft.com/downloads/details.aspx?FamilyID=4b6140f9-2d36-4977-8fa1-6f8a0f5dca8f&DisplayLang=en