Yes, you have to install FUSE Mediation Router.
You can find the FUSE Mediation Router 126.96.36.199 installation at http://fusesource.com/download?file=http://repo.fusesource.com/maven2/com/iona/fuse/fuse-mediation-router/188.8.131.52/fuse-mediation-router-184.108.40.206-windows.exe&desc=FUSEMediationRouter
Thanks for the info. One more quick question, any particular version for use with Fuse ESB 220.127.116.11? I ask because I noticed version 1.6.1 of the Mediation Router is out, and was wondering if I should use that version or the version you specify, 1.5.4.
FID1.2.1 relies on 1.5 version for export only. While they can be run on any 1.X (where X>=5) versions of FUSE MR.