Forgot that the installer's in Japanese display.. That's a "feature" of it being fan-translated. And for some reason, even installing the Japanese language pack for Windows XP doesn't remove the question marks..
To install it "normally", you'll want to browse to your Project directory, and install there. It'll make its own folder within that - then you can easily run it from RPG Maker.
Of course, you could actually just browse to the directory in which you've already installed it, and run the RPG_RT.exe located there. To run it through RPG Maker though, you'll have to change RM2k3's project folder to
one level above the folder in which you already installed it. (Notice that when you open a project, all the project FOLDERS are shown - you're basically just browsing the Project directory.)
And obviously, you know that the left button is OK, the right button is Cancel.