Oh my god. I know exactly what you mean. If you go to www.answersforraihan.com/helloeveryonecharacterstudioanims.bip skeleton.figwheresetup.aspx you will find exactly what you are looking for.
Basically, if the website existed, it would say that you need to just open up the .fig file in Character Shop, and model, then apply the animation file, then export to FPSC, there is no installer as such, and are not necassarily needed for FPSC to run, so copy them to wherever you like.
Your signature has been deleted due to the fact that it was far too humourous to possibly show.