Step 1:Create a MySQL user and MySQL database in cPanel.  Make note of this information.

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Step 2:Open connect.php
Put your mysql login information in the designated places and save the file.Upload all the contents within the AdExchange folder onto your server (except this file and the readme1st file).

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Step 3:

Go in the cron job tab of your hosting control panel, select Standard.
You will insert this entry:

Command:php -q /home/PATH_TO_YOUR_SITE/admin/update.php
   (its usually /home/CPANEL-USER/public_html/admin/update.php but check with your host if you are not sure)Minute(s): 0
     Hour(s): 0 = 12 AM/Midnight
     Day(s): Everyday
     Month(s): Every Month     
Weekday(s): Every Week Day

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Step 4:Import install.sql in phpmyadmin

Step 5: Login to your admins area and set up your settings.

Admins password is admin / User name is Admin

Make sure you change the admins password first thing and set up your admins area.
You can't change the user name Admin it will stay the same.