Opening MUGEN on a PC?

Anyone know how to do this. I downloaded it from a link that I got from a guy I was communicating with on youtube. I really didn't get much instructions from him other that to open it using C:MUGEN. I really don't know how to do this stuff so would appreciate more detailed instructions. The file is just on my computer or desktop. I'm just not sure where to go from there; I just haven't done this before.

 

http://mugen.en.softonic.com/ just to be sure you're using a decent copy, I'd never use something some guy gave me over youtube.

Download it from here. It's been years since I used it but if you google there are plenty of tutorials for adding characters and configuring options. I used to have great fun with it.

I was running it on XP not sure what it'll be like on other OS's.