[vtkusers] VTK installation

[sxkockara at ualr.edu]

Hi, I'm trying to install VTK to my PC with windowsXP for Visual C++ 6.0. I downloaded vtk420.exe, setup file and installed it. Installation created a directory named "C:\vtk42". There is Readme.html file in this directory after installation. It is saying unzip the vtk42 into appropriate directory, and saying execute CMakeSetup etc. I'm confused, did I already install it. Please somebody help me. What I have to do next? How can I try to VTK is running? I've also read "http://cosmolab.cineca.it/docs/jan10-2003/VTK%20upgrade/PCInstallationVTK4.0.pdf" and been confused and stuck much more. I couldn't find any clear explanation about installatin. Does every different version of VTK have different installation? 
Please help...