Welcome to Kevinsmugen
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Kevinsmugen

ok first go to  http://www.7zip.org/ and you will see this page
 
 
then go under here
then click download and then click run when you get to this screen
then click run again. now you should have 7-zip. this will be used for extracting character,stages, and mugen.
 
ok now that you have 7 zip go to  http://uploading.com/files/7DTHTTKO/No_limit_Winmugen_patch.zip.html download the file

 
you'll get to this screen
click save and then save it on your desk top
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now go to your desk top and you'll have this icon
right click it and you'll see this
the go under 7zip and click "extract here"
after the whole thing is done you'll get this
now click on that and then click this icon
 
you should now have mugen have fun