I don't want to download software that could have a virus on them. The person should have done a How to put the exporter into blender. I also want to learn how to do it myself for future reference with exporting in 3D software and game engines.
Actually if you clicked on the link, it's not an installer.
What I started to make on the topic was a how to on installing python and blender.
Basically, you install blender first, open up the python exporter .zip, then proceed to extract it into .blender/scripts/.
After that, download 2.6.2 of python, and install it on your computer, restart, and the exporter should be working.
And the pre-installed one works even if you don't have python installed. Python just configures the exporter so it actually works, and it's a .zip file.