I'm actually having the same issue, but I can't get the files to install even after uninstalling and reinstalling. I've even tried deleting all the folders after uninstall also.
I've tried both installing the built in webserver as well as installing IIS for my Windows 7 machine I'm testing with. The closest I get is trying to use the built in web server, but it tried to D/L the j9sp file instead of rendering it.
The installer installs the website files I think, but no web.config files. I also checked the c:\windows\assembly folder for the .dll files, but they weren't there either. I checked the Program Files directory as well, but there the files weren't there either.
I'm not looking for a fully featured web interface, but there are many times I'm away from the house, and I have an Android device.
Where should I look for the missing files. (I think the .dll's and the web.config)