Installing
There is no special installation process, you just need to put all the needed files in one folder.
Not all the needed files are included in the distribution, some of them because of licences, some because they are updated very often. Anyway, you need the following files:

- from The_GUI package http://members.chello.at/bobby100/:
  - The_GUI.exe
  - help.chm

- from Alex Kopylov's modified cdrtools package http://cdrtools.bootcd.ru/ (download Win32/Mingw32 version of cdrtools and unzip needed files
):
  - cdrecord.exe
  - mkisofs.exe
  - readcd.exe

- bbie.exe from Bart Lagerweij www.nu2.nu/bbie

- dd from http://unxutils.sourceforge.net/ . This one will be probably included in The_GUI distribution because the package is huge to download, and just a small file is needed.

Additionaly, in The_GUI package you can find sample files and The_GUI plugin for Bart's PEbuilder. 

Make a folder and unzip all the files from the archives to that folder.

For Win9x series ASPI driver also needs to be installed: http://forceaspi18.w.interia.pl/ .