Dear support,
is it possible to install a managed client directly from the client computer?
I mean for example, by running a setup file from the computer itself when I’m in front of it with administrator rights.
Thanks for your feedback,
Xavier
Of course! 
There’s a couple of methods to do this (they’re documented in the ADNM Administrator’s Guide).
You can either run the setup program with the packages in the same folder, or download & run the netclient sfx installer from here http://www.avast.com/eng/download_avast_distr.html#3 (bottom of the page - read the “Note” as well) or create a MSI package (by using a deployment task in MSI mode) and use this package to either install the program interactively or by means of other tools (Group Policy, MS SMS etc).
Thanks again… that’s what I call product support!
ps: I like your signature… ;D