Maybe I can extract only the help files without doing any kind of installation.
If you do that it won't install dexplore for you...
A little advice for you, if I may... don't run stuff... save it. Run it from your own hard disk. Always do Custom Installations ... no matter what you're downloading... Let stuff install itself, the producers know what they're doing.
Uninstall all previous versions of the SDK ... download the iso to your hard disk (as I suggested). Then either unpack it with an ISO extractor or burn it to dvd... run the installer and let it do it's job. You will be glad you did.
Seriously... all you're doing by "going your own way" on this stuff is making your own life harder.