Prolint must be a subdirectory of one of the directories in your PROPATH. If, for example, you already have an existing directory c:\p4gl\tools in your PROPATH you would end up with:
c:\p4gl\tools (existing directory, already in your PROPATH)
c:\p4gl\tools\prolint (contains prolint sources)
This way you will not have to change your PROPATH to run Prolint.
If you have downloaded the setup program for Windows (prolint_nn.exe) simply specify the name of the basedir (in this example: "c:\p4gl\tools").
The setup program does not overwrite any existing files in prolint\settings, so your custom settings are preserved.
It has the built-in safety to abort entirely when you are trying to install an old Prolint release over a newer release: the setup program looks at help/release.ini to see which release is currently installed.
If you have downloaded the zip-file (prolint_nn.zip) it's all up to you to make sure that you are not overwriting anything that you would like to keep.