The downloaded Tweak UI 1.33 arrives in a 111K self-extracting ZIP archive file named TWEAKUI.EXE. You'll need to extract it to C:\Downloads\Tweak UI 1.33 or another suitable folder. You can double-click the file and type the pathname, or if you have a ZIP utility (such as Nico Mak's WinZip) installed, you may have a right-click menu option for extraction, as shown in the picture. The extraction process will create a new folder called "TweakUI" in the target folder. Open that new TweakUI folder, and proceed to the next step.
Right-click the TWEAKUI.INF file and choose "Install" from the pop-up menu to begin Tweak UI's installation. You may be confronted with an error message, such as "The File 'TWEAKUI.CNT' was not found. If so, simply click the Browse button and redirect the dialog box right back to the same folder (possibly C:\Downloads\Tweak UI 1.33\TweakUI) in which you began the installation. Click OK, and proceed to Step 3.
The "Windows 98 Setup" (it may read something different in a different version of Windows) progress box opens to inform you that setup is importing previous Tweak UI settings -- even if Tweak UI has never been installed on your PC before. You may encounter a glitch in the form of a prompt to insert a Win98 CD. Disregard it though, and use the dialog box's Browse feature to point setup right back to the folder on your hard drive that contains the downloaded Tweak UI setup files.
Another minor annoyance everyone enounters is shown below. The "About Tweak UI" help screen will open, and when it does Tweak UI's installation halts. Read the help screen, but you have to close its window to allow setup to finish. Proceed to step Step 5.
Installation finishes rapidly, and once it's done you'll find Tweak UI ready to go in the Control Panel (Start button > Settings > Control Panel). Just double-click the icon to launch the program.