From ZBrush Info

Installation

Installation is fast and easy. Simply double-click the ZBrush3_Setup.exe.

Click next at the installer's startup screen.

To continue, accept the license agreement by choosing, "I Agree".

Click Next to install ZBrush 3 in its default directory or select Browse in the upper right to choose a different location for it.

Click Install to begin installation.

Once installation has begun you will be asked to install a C++ 2005 Redistributable Package. This package must be installed for ZBrush to run properly. If it is not installed you may get a side-by-side configuration error.

If you do not install it now and encounter a problem later you can install it from the troubleshooting folder in the ZBrush install directory.

Click Finish to end registration.

Launch ZBrush from the Start menu.

Windows Vista: Important Notice

Windows Vista has several new security enhancement. To run ZBrush you may have to right click on the executable and select "Run As Administrator". To enable ZBrush to "Run As Administrator' all the time follow the steps below:

1. Right click on the ZBrush executable (not the shortcut)
2. Select Properties from the menu
3. Open the Compatibility tab
4. Check the box that says 'Run This Program As Administator."
5. Click Apply and then OK.

Installation Errors

If you have errors during installation, look up the error number below and take the required action.

Error 1335: Either your download is corrupt; then re-download, or it should be copied to the same drive as you are installing to. Another cause is an old WindowsInstaller. See 1723 for that case. Error 1723: WindowsInstaller is old. Download new installer from here

Click here to learn about Licensing.