I haven't had any issues using the DMXZone Extension Manager to install into CC 2015. If you are having issues, please provide background on the errors you are receiving and the steps you are following and I can look into it further. Once I can reproduce the problem I'm sure I can fix it.
If you want I can set up a screen sharing session to look into it with you. You have my Skype contact information, just contact me when you see I'm online and you can reproduce the problem for me in a screen sharing session so that I can debug it with you directly. Many people have not had issues, so I'd need more background to determine why you are having difficulty.