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The main executable is RegWatcher.exe, The sentence after the one you quoted reads, "Launch RegWatcher.exe and then, use the Options, Settings, Automatic Startup Options screen to install it either just for the current user, or for all users."
It wasn't there yesterday. Thanks for the help.
"To install it, extract the files with pathnames, and you'll have a
self-contained .exe file with a small help text file, the keys and files
lists, and a couple of exclusion files in the MJRegWatcher directory."
What .exe file?