It hasn't actually done anything. It's an installer file for PEAR, which is a set of PHP frameworks.
In case that doesn't sound like English, here's the quick and dirty rundown:
Thanks for the full and educational response. It's appreciated.
With the chance of me becoming a PHP programmer, let alone also wanting to use PEAR, is about the same as the odds of finding bear eggs in the woods behind the house.....the file can stay where it is.