Moonshell on the other hand, will require your flash memory card (SD, MiniSD, MicroSD, etc) to be plugged into your computer before installation.
Extract the Moonshell Installation archive you just downloaded to anywhere, preferably the Desktop since you'll be getting rid of the files after. Luckily for us, Moonshell comes with a setup file just like BatchDPG to make life just that much easier! Please open setup.exe.
Once you open it, you'll be greeted with a window in which you can select a language. Since English is already ticked, just click OK and ignore the little box under it. Once you click OK, you'll be greeted with another popup. This time, select the drive in which your flash memory card is recognized as.
As you can see, there are quite a lot of options to choose from, but don't worry! I will guide you through this. First of all, hit "all clear" next to ROM image and then tick the one that represents your Slot-1/Slot-2 adapter, e.g. if you have an EZ-Flash V, tick only "EZ5S_MOON EZ Flash 5 (SD Card)" and so on. After you've done that, please tick "moonshl.ini (full) is copied" since that will give you more options if you choose to tinker around with the configuration file later. Everything else is pretty much fine on default except if you want a clock screen saver within Moonshell. If you do, please select the one you like best from the drop down list. Now that we're done setting up the installation settings, click "Setup" and wait for all the files to be copied to your flash memory card.