Tomcat Installation

How do you "install" tomcat 5.0.28?
I went to jakarta site URL http://tomcat.apache.org/download-55.cgi and I could see was 3 zip/tar files one each under Core, Deployer and Embed sections.I downloaded all 3 zip files and unzipped them.
Is there anything else I need to do?
I can go to bin directory and double-click startup.bat and the server starts.Is there anything else I need to do in order to make the Tomcat work smoothly without any problem?
Thank You.

I ran startup command from command window after replacing start with run and I get following error :-

D:\Tomcat\jakarta-tomcat-5.0.28\bin>startup
Using CATALINA_BASE: D:\Tomcat\jakarta-tomcat-5.0.28\
Using CATALINA_HOME: D:\Tomcat\jakarta-tomcat-5.0.28\
Using CATALINA_TMPDIR: D:\Tomcat\jakarta-tomcat-5.0.28\\temp
Using JAVA_HOME: C:\j2sdk1.4.2_07
Can't load server.xml
Can't load server.xml
Mar 9, 2006 2:41:33 PM org.apache.catalina.startup.Catalina start
INFO: Server startup in 0 ms
java.lang.reflect.InvocationTargetException
at sun.reflect.NativeMethodAccessorImpl.invoke0(Native Method)
at sun.reflect.NativeMethodAccessorImpl.invoke(NativeMethodAccessorImpl.
java:39)
at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAcces
sorImpl.java:25)
at java.lang.reflect.Method.invoke(Method.java:324)
at org.apache.catalina.startup.Bootstrap.start(Bootstrap.java:287)
at org.apache.catalina.startup.Bootstrap.main(Bootstrap.java:425)
Caused by: java.lang.NullPointerException
at org.apache.catalina.startup.Catalina.await(Catalina.java:619)
at org.apache.catalina.startup.Catalina.start(Catalina.java:579)
... 6 more

How do I resolve this?

On a windows box, it's easy.
Install Java (j2sdk1.3x or better).
Download the *.exe distrubution of Tomcat.
Click on the file and follow the installation wizard.

Ben,I did that after reading your posts.
I can start the server from the command prompt but cannot start from the service.It always shows the status as stopped.

I got it started through service as well.
The jvm.dll path was incorrect previously under java tab of the Apache/Tomcat properties window.I don't know how it took that path but after correcting it,it works fine.
Thanks Ben for your help!!I am fine for now!!