There is a file (by googling) tsmp_mini.zip, which you would normally extract in Explorer by double-clicking to open the zip or right-click and browse the menu.
Assuming that you are running XP, you double-click "My Computer", double-click the C: drive and you should see your file. If your file is already extracted and is an exe file, double-click to run it.
Start/Run is mostly used to run system files, though there is nothing to stop you browsing. You can access existing programs Start/Programs and select your choice.
Edited by Nanobyte, 30 January 2013 - 02:24 PM.