It's a bit daunting to spend money on your first calibration device, and you want it to go smoothly. Unfortunately, the i1Match software is a bit fiddly to install and run for the first time on a PC, and it can be very frustrating.
But as long as you do things in the correct order, you'll be fine ...
1. Insert the disk. On most computers it will auto-run.
2. Install the i1Match software. It will take a couple of minutes.
3. Restart as instructed at the end of the install.
4. Leave the disk in the drive.
5. Plug in your device to the USB port. Your computer will recognise the new hardware, and begin to search for drivers. If it asks you, choose "Install drivers automatically", or whatever it says. After a little while, it will find the drivers on the disk, then it will tell you that the device is ready to use.
6. Run the Match software from your Start Menu, and off you go!
If you've got the i1Display2 device, don't forget to follow my complete instructions here.