I have IP6 for the Epson 2200, and the installer program is a zip-file (mine was called "ImagePrint 6.0 Installer for Windows - build 220.127.116.11.zip" which is quite a mouthful.) In a subdirectory (this was probably created when unzipping the installer) there is a file called "Install.exe" which probably does the actual install. There is also a file called IPSetup.exe that may be the one you want.
If you don't find anything like these on your CD, it sounds to me as if they may have sent you the Mac version instead of the Windows one.
I hope this helps.