** not sure how or where to install it. **
If you unzipped it directly onto the server in the plugins directory (where all plugins go), it would create a directory named "DeleteOld" (without the quotes) where those files would be extracted to.
If you wanted to unzip the file locally, I would imagine if you manually created a directory named "DeleteOld" (without the quotes - although any name would likely do), you could probably FTP the archived files directly to that new directory.
JFYI
Dan O.
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