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). To move between windows of the Setup Wizard, use the Back and Next buttons. To close the Setup Wizard when you are done, click the Finish button. To exit the Setup Wizard at any stage of the installation process, click the Cancel button.