If the setup file is .msi then you can use the following command to do an Administrator's install (which just extracts the setup files to a folder and doesn't install or add anything to the registry):
Start > Run > "CMD" > "msiexec.exe "<Path to .MSI file> <Destination Folder>
For example:
msiexec.exe C:\Adobe Premiere Pro 2\Adobe Premiere Pro 2.msi "C:\APP2"
If the path name has any spaces in it, you need to use quotations. Example:
"C:\Program Files" as opposed to
C:\ProgramFiles
A freeware tool that you can use to extract pretty much any installer out there is
Universal Extractor.
Cheers,
Jeremy