Place all the folders in the root of your memorystick (that is X:\, where X is your drive letter)

Turn your PSPcompletely off, and boot into recovery mode (if you don't know what this means, you probably don't have custom firmware, and therefore cannot use CXMB themes)

Go into plugins, higlight CXMB, and press X (should switchto enabled)
Go to Setting, Theme Settings, and select theme, which is where future CTF files should be placed (X:\PSP\THEME)


Anyway, ignoring that,this is the version of CXMB you should be using