Yes, if your Exchange server is in the root domain then run it there.
Reasons for running on a DC would be if you don't have Schema admin permissions and someone else needs to run that bit of setup, or if the first Exchange server is not in the Root domain.
Cheers
Nathan
Nathan Winters - MVP Exchange Server
MCSE & MCSA 2000 & 2003 + Messaging, MCITP Exchange 2007, MCP, VMWare VCP v2 & v3.
Welcome to the Microsoft Messaging and Mobility User Group: http://www.mmmug.co.uk