Expand the files into a temp directory then run setup.exe.
Initial efforts (using the files extracted from LainLi_HotSwap-RH37.zip) failed with msg "can't find _setup.dll" I found file of this name v3.00.103.0 modified 30/9/96 amongst installn files (installshield) of HTML Ref'ce Lib'y v4.0 (build 175), 1998 (http://hot.virtual-pc.com/htmlib/ , Stephen Le Hunte). Placed it in same dir as files extracted from LainLi_HotSwap-RH37.zip, then setup ran from that dir! Installed HotSwap Utility v3.10.03, in dir in \program files\, w commands in startmenu, entry in Cpl (Device Bay) and in cpl/addremove progs, also icon in systray. After this the HDD('s) were listed