Hi Roy,
While the instructions are back online, they are also a work in progress (as is the installer itself). I think this is a problem of the path not getting set correctly. Although I'm not sure why it got past the tpl2cpp stage.
Could you confirm that you are opening the ADMB command window via
Start->All Programs->ADMB (MinGW GCC-4.5.2)->ADMB Command Prompt (MinGW GCC-4.5.2)
rather than just any old DOS prompt?