Technically, you don’t have to install anything. If you’re talking about the updater, you don’t need it. It will only install a useless media converter, a manual, and will check for firmware update (there won’t be any for the Fuze+). If your talking about the mini CD it comes with, you don’t need that either. If you’re looking for a driver, you don’t need one. The device should connect to any computer without hassle.
However, nothing is glitch free (contrary to what any iSheep will tell you). However, most issues related connecting the device to your computer can be solved by going into Settings > USB, and switch to anything other than Auto Defect. Most in this site would recommend MSC, as it’s the simplest and most universally supported mode available. MTP is really only needed to transfer DRM-crippled files (although it can make life simpler when recopying modified files to the device, as the device doesn’t recognize changed files in MSC mode).
Also, if you use MTP mode, make sure you’ve updated Windows Media Player to version 10 or higher (not necessary for MSC).