Firstly, it will only install on Windows XP
Secondly, if it's a clone, yeah the poxy mini-CD that comes with it is low quality. The EXE would not install from the mini-CD that came with my HDS clone .....but, the EXE will COPY to desktop (or anywhere you want). I think the reason that it will copy from CD rather than install from CD, is that there are differences in the way the two processes run.
Thirdly, when you have installed the software, the nightmare is not over. If you don't have a built-in RS232 on your platform, you need a USB-to-RS232 adapter-cable and good drivers for it. Fortunately for me, I still have an ancient desktop-PC with built-in RS232, and the first time I used the HDS, I installed and ran it on that PC. That PC has full control of the RS232 port-settings in BIOS. The HDS expects the RS232 on COM PORT 1, but if you are using a USB-to-RS232 adapter-cable, the drivers for it must let you change the COM PORT settings. When the drivers are installed and the adapter cable is plugged in, on XP you will now find Ports listed in Device Manager. You should then find the cable listed under Ports, and in the Properties for the cable, go to Port Settings, Advanced, where you should have the ability to select COM 1 for the cable.