Momo's Anti-idle is a self-contained program, and does not need to install any files. Unzip anti.exe to anywhere on your computer, and run it when needed. I recommend using anything other than AOL to unzip the file, since AOL will probably corrupt anti.exe. Try WinZip or NetZip.
If you want the program to run whenever you start Windows, put it (or a shortcut to it) in your 'C:\Windows\Start Menu\Programs\Startup' directory.
It is recommended that you exit AOL Anti-idle (and all other programs) while defragmenting hard drives and installing new software.