Install it? You don't install ASP (at least not from my experience..however I am still fairly new (approx 5 months)). ASP hides server side scripting from the client while allowing you to interact with databases. So if you say want to have a login page for your site and only allow users who log in access, you can create a userID and password list in a database. Then with asp, after they submit the form with their entered id and pwd, you can on the next page pull up the database and see if there is a match. The client will never see this page nor the script showing where on your hard drive tree it lays, nor any field names, or a password if you have one set. Therefore, they will not be able to just download it by seeing it in your source script and then have access to your site when they shouldn't.
That is just one example. Pretty much the only thing I deal with now is asp.
Perhaps someone else would be able to explain it better than me.(?)
-ovatvvon