I have this problem too.
Details:
opened the disk image containing the application
copied the application to the Applications folder
ejected the disk image
opened the application
prompted for admin authentication to install helper
entered information and pressed OK
nothing happens. Activity Monitor shows that there is a process called com.mobilepcmonitor.PCMonitorHelper running, but there is nothing visible.
System info:
OS X 10.8.2, late 2008 MBP