Exchange Administrator Program

I wonder if anyone can help with the following problem.

I am trying to install Exchange Server 5.5 and I am repeatedly prompted with the error that Exchange Server has to be installed on a computer that is a member of an NT Domain.

I have installed GFI Mail Essentials which needs the Exchange Administrator Program to run. Can I just install the Administrator Program only? The computer I am trying to set this up on is a Workgroup and as it is in a DMZ Zone I really do not want to add it as a member of a domain (obviously for security risks).

I would appreciate any help at all with this question.

Thank you.