The "Send to Flickr" link leads to a .reg registry file - it's not an installer. When you download and open it, it silently updates the registery.
Once you downloaded and opened the file, right click an image (e.g. JPG) file in the Windows Explorer, if all is well you should see "Send to Flickr".
Also, on the Windows Explorer bar (on the left hand), you should see a "Publish to Flickr" link.