Can't figure this out O.o

[Kyle]

So.... I downloaded the file and everything but I have no idea how to find the "Directory" as every keeps saying (I'm on Windows 8 Playing BG2EE) After I download it, I hit extract all then it says a file and I click okay, then i brings me to another screen does its thing then a small black and white text box comes up saying fatal error and other things then says press enter.

So, if one of you lovely human beings could help me out, and if possible give me a step by step run down of what I should do, I'd be forever in you dept and I'll donate a bunch of money to the churches for this deed.

Thanks