With an add-on domain, http://jetcopywriting.slickandtwistedtrails.com and
http://jetcopywriting.com are basically the same, but you still probably want your installation on http://jetcopywriting.com.
Have you already created other files in the jetcopywriting.com folder? Those files might be overwritten by the one-click install.
What host are you using? Most of my experience is using BlueHost. If you don't trust SimpleScripts, you can always install the second WP install via FTP.