This is the main setup, that will automatically install the expansion, and replace the Blood, ice and steel campaign with the new ones. You can perform a backup of the campaign before installing in case you want to turn back to the original game campaign.
The setup is pretty easy to install, you just have to check that the default installation path is the same as the one where Age of Empires III is installed on your computer.
Remember, it's very important for this expansion to work 100% that you install the Unhardcode Patch by Daniel Pereira. You can download it here
Aoe3.heavengames.com