Hiya,
You shouldn't have had any trouble running the install program? What OS are you using?
The basic idea is to download the latest version of WHDLOAD, then you have to grab a copy of your ROM using a little utility. You also need the matching RTG(?) file which can be downloaded from AMINET.
The you go and grab a load for Mr Gorillas game packs and have some serious gaming fun :-D
Oh and register WHDLOAD of course :-)