The Nand tool doesn't need to be installed you just click on
Nand_Tool.exe
But don't bother with Nand tool yet, you need to be in RockUSB mode first.
Double click on the remove hardware icon in your system tray.
If you are in RockUSB mode you will see the icon in the window like this:-
You MUST be in RockUSB mode to change your firmware OR to use the NAND tool.
To get into RockUSb mode
1) switch the player off.
2) hold down the menu key.
3)connect the USB cable
4) wait a few seconds
5) release the menu key
6) look for the RockUSB icon.
7) If you see the RockUSB icon, load the CORRECT firmware for your vx858 player using Consumerupdate program.
It this fails then as a last resort I suggest you do the Hard Reset already described to get into RockUSB mode and load the CORRECT firmware for your vx858 player using Consumerupdate program.
You will need to open your player to do the HARD reset, but only try this if you are confident with opening your player or you might break something!