Amiga Explorer vs. my intelligence

[adolescent]

Thomas is correct, except for the program name.  The setup copies the AExplorer and AExplorer.info files over to the Amiga.  After that you need to run that to start the Amiga side.  

If you have trouble transfering the files over, you can just copy them from the C:\Program Files\Cloanto\Amiga Explorer\Amiga directory to a floppy.

[adolescent]

@ArthurDent

The Prefs/Serial should have no effect on AExplorer (at least after the initial setup).  You set the settings via the AExplorer icon tool types.  

I'd suggest turning on logging (PC side from the Properties page/Options tab, Amiga side from the tool types) to see what is happening.