After you downloaded the Last Chaos files, please make sure you have 7Zip, WinZip or something like that to unpack the folder.
If you don’t have the programm, you can use this one: 7Zip
After you installed the programm use the right mousekey at the Last Chaos files and choose „7Zip“ and then „Unpack“ (or something similiar).
After that your Last Chaos is finished.
One more thing: If you start Last Chaos and you get the information that „MSVCR.100.dll“ is missing, please install ‚All in one runtimes‘ on your computer.
You can find the download link right here: All in one runtimes