You cannot install either of these boards in your computer. Well, you can put them in your case some where, but they both simply use a USB connection so are properly used outside of the box. (Too much bare metal inside that can cause shorts between pins of the connectors)
As for which is better, like leon said, what do you need them to do? What is it that they need to interface with? The programming software for it works equally best on windows for both, and all other models.
Here is comparison table:
http://arduino.cc/en/Products.Compare
