So I double-clicked it and found I could install right from the ISO files (WinRAR will extract everything for you into a temp. folder if you click on a setup file)
You can also download a freeware utility, DaemonTools, which will allow you to 'mount' an ISO, IMG and some other formats to a driveletter. You can then install directly from the image without having to burn it or extract it to a temp folder.