Be warned, it may blow up your hard disk or USB stick.
Install on drives that you have safely backed up somewhere.
Get it from:
How to install if your partition has drive letter X:
syslinux.exe --install -directory /boot/syslinux X:
The Linux installers are recommended at the moment.
Edit: Syslinux 4.06-pre1 and newer have NTFS support. Installation from Windows/Linux.