first you install the programm on the cd, then you plug the dongle in.
after that another install window will pop up and asks you about the drivers. Now you have to pick them manually
out of the cd driver directory and THEN it should work.
It is all explained here...
It's not the movies or games downloads that I would worry about, like breaking into networks, downloading encrypted things, spying on network traffic. I have seen so many "Top Secret" seals on files when I was a kid
I was obsessed with finding UFOs, a surprising amount of US files where stashed on computers in other countries, China back in the early 90s omg sooo much