How to install CoursePress on a local installation

Hi,
Could you adsvise on how I install Coursepress locally? I've got a new WP installation, but the plugin seems to want to install on the remote site as it's asking me for FTP details...
I tried installing it from the dashboard and entered FTP details, but it said there was no local WP installation (I havent uploaded it to my host yet). So, downloaded the zip and put it in my local folder, but it's still wanting to upload it to my FTP.
Why is this, and how do I get around it?

Thanks.