The web page in the Infragistics program folder opens the webpage but is missing the "Run installer" button. Looking at the html it seems it's not even in the code. I see no MSI file in the directory either. With 2008.1 it worked like it normally does. I couldn't find anything in the documentation that stated the process changed with 2008.2. What's the proper method for getting this installed?
It appears that by default in 8.2 the utility is installed. If you navigate to C:\Documents and Settings\geoffreyk\My Documents\Visual Studio version_number\Addins where version_number is the version of Visual Studio you have installed you should see the plug-in pieces already there. When you open Visual Studio you should see the option to use the utility under the Tools menu.
Do you see these things?