Have you tried to click "Install" button again? This extension is a hybrid extension which embeds another CSXS extension. Both the outer extension and embedded extension are signed with un-trusted certificate, so Extension Manager will pop up two warning dialog boxes. They are just warnings. You can simply click "Install" button to confirm installation. I guess you clicked the "Install" button the first time, but didn't click it the second time.
In addition, administrative privilege is required to install the embedded extension. If you install it in CS5, you have to run Extension Manager CS5 as administrator. Extension CS5.5 added privilege escalation feature. So in CS5.5 and CS6, you can run Extension Manager as normal. But after you click the "Install" button the second time, the UAC dialog will pop up. You have to click "Yes" button or input the admin user name and password (depend on whether you are admin or standard user) to continue.