STARS v. 4.0 and later versions do not require any installation. It's an Excel macro-enabled template file. Just open it, add your own data and click the REGIME TEST tab as in the figure below. When saving the results make sure to choose Excel Macro-Enabled Workbook.
For STARS v. 3.4, download and unzip the software package. The file "Shift detection v3-4.xla" is an Excel add-in. It can be placed in any folder of your choice and can be run from there. For more convenience, you can add it to the existing list of add-ins. In Excel, go to Tools --> Add-Ins... to open a list of existing add-ins. Click Browse to navigate to the folder where you saved "Shift detection v3-4.xla." Choose the file and click OK. Now, when you have "Shift detection v3-4" in the list, you can check (uncheck) the associated box to enable (disable) it. To remove it permanently, uncheck the box and delete the file "Shift detection v3-4.xla" from its original folder. When you go Tools --> Add-Ins and click Browse, you will receive the message "Cannot find add-in [path]/Shift detection v3-4.xla. Delete from list?" Click Yes to finish. After the installation you should see the Shifts menu at the end of the main worksheet menu bar.