... huh?
It's not very hard!
I do not have the installation step-by-step, but I'll tell you how I do as usual, and surely the same as everyone, to install it.
1. Download it. If you'd taken the wrong link, here is one I use, since the official website of SRB2.
http://www.moddb.com/downloads/mirror/23945/34/64ea27c9404089a63df4c68b4021034c
2. The downloaded file will install in a folder that you will create , and who will have the files needed. Click above. Select "Browse", something like that. Create a folder with the name you want (I called him simply SRB2), and select the new folder in the Browse window.
Then, Install.
DO NO DELETE FILE LOCATED IN THE FOLDER ! If you just keep the file with the head of Sonic, and control files you delete, text, or I do not know what, it do not work.
I would like to know what computer you use (Windows 98, XP, Linux, etc. .. the cause may be due to this issue.)
Tell me if it does not work.
EDIT : The file that launches SRB2 is called srb2win.exe.