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Well, after viewing at least 500 videos youtube can offer me of touhou funfuns, I finally got up the nerve to try the game itself. Naturally, I wanted to start with the one that got me interested first, or at least the one where the characters both appear. So I went to megaupload and downloaded EoSD. But now I can't run it, and I'm wondering if I need another program to run it and other of TSA/ZUN's games. So yeah, I guess that's my question then, is how do I get to running it with what I have. ^^;;

Hmm, I can only presume I have the necessary driver files. I may be wrong on that, as I don't know what else I'd need to run them.

I've only found the .rar file, but there is no extract files option when I right click or single click. It instead asks me what program windows should use to open it. That I'm not sure of, but any choices so far have not worked, obviously ^^;;.

So I don't think I can give any specific error messages upon running it, as I have yet to find the .exe file that megaupload said that was all I needed to run it. ^^;;

Oh! You'll need something like 7zip or Winrar to extract it. Just google one of them~

winrar is also free forever..

Only if you cheat.

I think I was talking with Nue the other day and we deduced that "Cheating" and "Strategy" are the same thing.

You might need the .dll files to play the games if they're not already in the folders (googling said .dll file's name will get you a site for downloading them, for free no less!), but if you just need to extract the folders, you can always use WinRar; after the "40 day trial", you can still use it.
There's also a torrent to crack WinRar so you get the full version without paying, but that takes a little more time~

I prefer to use Daemon tools with that, it saves you the issue of having to burn the disk.