In v1.5 this was pretty easy, open an command prompt (with admin privileges) and run "RelayConfigurationInstaller /i". The documentation for this tool hasn't been updated for the new folder structure in v1.6.
Now when you run the tool (after you've found it) it will throw an exception:
C:\Program Files\Windows Azure SDK\v1.6\ServiceBus\bin>RelayConfigurationInstaller.exe /i Unhandled Exception: System.IO.FileNotFoundException: Could not load file or assembly 'Microsoft.ServiceBus, Version=184.108.40.206, Culture=neutral, PublicKeyToken= 31bf3856ad364e35' or one of its dependencies. The system cannot find the file specified. at Microsoft.ServiceBus.Configuration.Program.Main(String args)
To run the installer, first open a Visual Studio command line and navigate to: "C:\Program Files\Windows Azure SDK\v1.6\ServiceBus\ref".
Use GacUtil /i to add the Microsoft.ServiceBus assembly to the GAC from the bin folder. Then execute the RelayConfigurationInstaller from the ref folder.