http://www.box.net/shared/cq5x3z436z

I have just downloaded the link above on utorrent, it is 100% downloaded but when I double click on it it comes up with a folder, in that folder it has a folder saying install files but when I click on anyone of these it comes up with a box saying 'to open this file, windows needs to know what program you want to open it with', and you either select use the web service to find the correct program and that comes up with this- http://shell.windows.com/fileassoc/0409/xml/redir.asp?EXT=cf5

or you click on select a program but I dont know which one to select.

how do I play this game? do I select a program or do something else or what?

thanks
of and most of them are CF5 files
what tutorial, give me a link