I would really prefer not to. So let me see if I have this straight.
1. I download the package odepkg-0.8.2.tar.gz file
2. I open octave and change the directory to have it be my downloads folder
3. I input 'pkg install odepkg-0.8.2.tar.gz'
Theoretically this should have my package loaded and ready to use correct??
No. What I meant is that octave-forge packages are included in the binaries you can download from SF. If you use the MinGW version, they are included in a separate archive (the one with "_pkgs_" in its name). If you use the VS2012 version, the packages are bundled, but you need to select them during the installation process (in the component selection page, make sure to expand the section for octave forge and select the packages you want to install).
Michael.