To install Kaspersky Security Gateway,
run the security_gateway.msi file included in the distribution kit.
The corresponding wizard will guide you through the installation. The Setup Wizard will prompt you to configure the installation settings. Follow the instructions of the Wizard.
The interface of the Kaspersky Security Gateway Setup Wizard consists of a sequence of windows (steps). You can navigate between the Setup Wizard windows by clicking the Back and Next buttons. To close the Setup Wizard after it completes its task, click the Finish button. To exit the Setup Wizard at any stage of the installation process, click the Cancel button.