Need advice, Spybot for Win98SE

I have Win98SE with dialup... I've been advised to get Spybot from MG. Since dialup is a problem, I have to plan and go elsewhere to do the actual d/l'ing. I did that for Spybot. But upon attempting installation, the program wanted to connect online and d/l a huge file (library?), which would've bogged me down for almost a lifetime. I need to get back to a fast connection to do this, but I don't think that, even with a pocketdrive, I can "install" on other than my C:drive.

How to accomplish this in the most time-efficient manner? I have not yet d/l'd the ?library...

Is there a way to install the main body of Spybot w/o being forced to go online for the ?library? And what happens 'tomorrow' if I get forced to go online for something as big?

And what advantage is there to having < http://www.majorgeeks.com/Spybot_Search_and_Destroy_Update_d3957.html > ?

Thanks.