The updater is a free-standing program that can run from just about anywhere. Since it does not need to be installed in the conventional sense, it does not create start menu items or desktop shortcuts. Once you unZIP the program, just put it some place that's convenient for you. You can make shortcuts to it the usual way.
The themes are options in the updater.
Glad you like it. I am *so* happy to be able to do this.
-= Therendil =-