Yes, create a drive map.
Two ways actually -
1. On the command prompt, type NET USE S: https://the-address-of-your-skydrive afterwhich you will be prompted for your username and password, then you can refer to your SkyDrive contents from S:
2. On the File Manager, right-click on Computer and select "Map network drive..." and put in the https://the-address-of-your-skydrive
Easier than driving a car
But why do you have to install them? SkyDrive access does not need anything else other than a drive map. We've been doing this for the longest time.