If running XP or XP Pro - and SP2 then I'd expect the up to date readers will simply plug in. The OS wikll then ''see'' it and asign the extra drive letters, for the time it is plugged in. It was only IIRC the early ones way back that had installation software.
I have an internal one permanently installed - reads the four main cards and so there are four associated drive letters.
Another small point, although you can get memory sticks easily now - a large capacity flash card can also be useful for data transfer to another PC with card reader.