Easier said then done.
At a big company where you need to call service desk to do just that, it's not a real option.
...and i wonder why... (its totally NOT needed to make it a selfextracting archive, which gets zipped again for downloading (as the .exe would be blocked there already) - i'm guessing somebody thinks its a nice feature, but forgot about the fact that most its users in a office, DON'T have local administrator rights)
The greatest, must have, tool ever for AutoCAD could use a better way of distribution. (or by choice)
Another, better, way without the need for others or any rights is to open you zip program, then load the exe file as a zip file.
You should get to see the contents. Now select the files and copy them to whereever you want them.
In my case:
Start 7-Zip File Manager
Double click (or browse to & click) the .zip file as downloaded (for me it startsup in "Downloads" directory, where i can already see the .zip file)
RIGHT CLICK the .exe file - choose: Open inside ("Open Binnen" - in Dutch)
Click "extract" ("Uitpakken" - in Dutch)
Select the directory, click "ok"
Et voila