Try creating a separate directory, i.e. c:\modx-0961p1, and add the following to your httpd.conf file:
Alias /modx "c:\modx-0961p1"
<directory "c:\modx-0961p1">
AllowOverride All
Order allow,deny
Allow from All
</directory>
Copy your un-tarred file folder (modx-0961p1) to C:\modx-0961p1.
Then you should be able to type http://localhost/modx and do the install.
What versions of Apache, PHP and MySQL are you running ? Don’t forget about DocumentRoot

And restart your Apache server.