On my CD-ROM, the pen support is in a separate directory called "pen"
  in the root directory of the CD-ROM. To install from such a release,
  do the following:
  
  Go to ControlPanel->"Add/Remove Programs"
  Click on "Windows Setup"
  Click on "Have Disk"
  Select the "pen" directory (or click "Browse" and do it that way)
  
  After that it should be obvious what to do!
  
          Tim.
  
  Tim Glauert, Olivetti Research Limited,     | EMAIL  TGlauert@cam-orl.co.uk
  24a Trumpington Street, Cambridge, England. | TEL       +44 1223 343232
                                              | FAX       +44 1223 313542