What folder did you put it in? It sounds like it isn't picking up the full path name.
The easiest thing would be to create a folder called DNET on the C: drive, so the path would be c:\DNET
Then go to Start, Run, type CMD then press the ENTER key to get to a command prompt.
Type in CD C:\DNET then press the ENTER key
Type DNETC -INSTALL then press the ENTER key
that should work if you have admin rights.
😀