Lossoth, the reason for having the installer is to make it easier and to patch systems already having a modified ws2_32.dll in place like BendMx or RCMS. KM has found a way dealing with that so people can still use these, which wouldn't be the case when replacing any existing replacement .dll's.
If you're using none of these you can simply drop the .dll into your winmx folder and you'll be fine.
Same goes for RoboMx for instance - I still use the original version, just placed the ws2_32.dll into the Folder where it's located. It connects to the wpn just fine that way