Sierra (& cholo),
Definately contact Zane.
You do not need to download or install SE, but you do need to register with the serial numbers they should have emailed you.
I too have three comming to me and I can only locate one email with one serial #.
Zane hooked me up with the other two numbers and I registered all three (using the same product ID number from the first email). After you install SE you will be prompted with a product ID that is tied to your PC to complete the reg process.
One more thing, make sure you have a vaild mailing address listed in your profile as they will mail the boxes to that address.