Download AviSynth from http://sourceforge.net/projects/avisynth2/. The downloaded file is a self-extracting/self-installing executable, not a zipped one like VirtualDub.
Open or run it after downloading to do the installation. It’ll offer you a few options, as shown in the following figure:
C:\Program Files\AviSynth 2.5.
Choose your options and the auto install takes only a minute:
The installation process installs the following:
The frame ...