We now (thanks to TKAzA) have a 1 part full download for version 1.5. Now you only have to download 1 (big) file and install and you're up to date. No 3 zips + Update.
So just place the contents into your CoH main folder.
Check it out in the downloads section!
We also hope to create and auto-installer soon, and should be updating again in about a week and a half.