I'm not sure that's the right site - but yeah, "Hijack This" is an analysis tool, used to check out a computer system. It isn't really nessesary to have it on your computer unless you're employing somebody to run diagnostics on your computer from a remote location, via the web.
Why do you want to install this program anyway? Spyware or Adware problems? (that's usually why people come accross HT
)