make sure you follow the instructions:
--==[install Notes]==--
[unZip, then]
[1] Use our installer or *sigh* UnRAR manually ÛÛÛ ÞÛÝ
[2] Run UNPACK.BAT to unpack sounds/data ÛÛÛ ²Ý
[3] Run SETUPREG.EXE and then SIMR.EXE to play! ÛÛÛ ÞÛÝ
Note: If you change dirs, use SETUPREG.EXE, not SETUP.REG
i did this like a year ago, but if i remember correctly you unzip everything into your folder, run the insall (it took like 10 seconds to start for me) then unpack.bat then setupreg.exe and then play.