Did you download the User package from the main page at whdload.de? Once that's installed you need to download an individual install for each game (under the Installs link at the top of the page). Run that install script, it'll ask you for disks, and that should be it. Odds are good that you'll need to play with the tooltypes of the installed game as well. I usually need to set PAL, NOCACHE, and NOAUTOVEC.
You'll need to turn off your TCP/IP stack or virtually every game will freeze up - something to do with bus interrupts. I've also had to disable Poseidon as well.
