Just unpack Freebox wherever you want it. To use it, run freebox.exe (Windows) or freebox (Linux).
Linux Note: It works best if you cd to the directory you unzipped to and run './freebox'.
I haven't tested running Freebox at startup. Under Windows, just put a shortcut to freebox.exe in your 'Startup' folder, as well as a shortcut to WinLIRC if you use that. Under Linux, it would probably require an autologin script or something similar. Any help would be appreciated.^ top