These are the install instructions as found in the manual. You don't need to follow the other steps of manually creating the alias/shortcut files, as the installer does that for you as long as you've copied over both the Ethno.dat and Ethno.ufs files from the DVD prior to running the installer on the CD.... here's the order for install:
Create a folder on your sounds drive with a name like "Ethno Sounds".
Insert the soundbank DVD in your drive, drag the .dat and .ufs file to that folder.
Eject the DVD.
Insert the installer CD, run the installer.
You can follow the other steps if you ever need to do this manually (if for example, you move your Ethno.dat & Ethno.ufs files to another hard drive and need to make new alias/shortcut files to point to the new location), but you don't need to during the initial installation.