The quick and dirty way is to copy into your path somewhere - traditionally in C:\WINDOWS\SYSTEM32 or somesuch. However, I can't remember what Windows 7 uses (is that what you're using?)
The correct way is to add it to your path, as you say. I'm not on a Windows machine right now, but it's easy enough.
A quick google would show many webpages, but here's one for starters which looks about right:
http://www.mathworks.co.uk/support/solutions/en/data/1-15ZLK/index.htmlHope that helps!
