Hey, guys. Thanks for all the help. I erased everything, downloaded the installers and updaters again, started from scratch, and EZDrummer is now installed. Apparently either the link or download was corrupted. Also, it was not obvious that installing required the two msi files, but that was easy once everything was downloaded. I put the dll in c:\program files\cakewalk\vstplugins and that worked just fine.
The install and authorization was not well-explained but I seem to have stumbled through it.
It only took me about 2 minutes to like EZDrummer better than Session Drummer 3. Even in this basic installation, the drum sounds are far better than the built-in or add-on SD3 drums I have. EZDrummer sounds like a perfectly recorded session player and not like a plug-in.
Thanks again for helping me. I cannot believe this program only cost $29.