Test if you have installed the HotSync Manager during the installation of the Palm software as well.
Connect your Palm unit to a serial interface of your desktop computer as described in the manual of Palm.
Start the Windows Explorer and go to the directory in which you have unzipped the download files.
Note: If you are a Mac user, try e.g. ZipIt at http://www.maczipit.com/ - full-featured Macintosh application to zip and unzip files. Fully compatible with all versions of PKWare and Info-Zip products.
Double-click on DicInstall.exe. In the following dialog window select all dictionaries you want to install.