Hello Busto. The DevilsOwn XP has 33 files, from xpcorppro-devilsown.rar, r00 - r30. First make sure all the files are located in the same folder on your hdd. What you need to do is open the xpcorppro-devilsown.rar file only with WinAce or WinRAR or any other that support rar file. It will read from all 33 files. Then extract the iso to a location of your choice. If you choose to burn the iso with Nero, it is suggested that you burn at only 2x or 4x, because more success at lower speed. And also make sure finalize cd and disc-at-once is selected. The disc you made is bootable if your PC BIOS support booting from cd-rom.
You can install as upgrade to win9x or new installation to a different disc or partition. Boot to win9x, insert the disc, it will autorun and choose to install. Select new installation if you planning to dual boot and choose upgrade to upgrade (better dual-boot to make sure all your hardware is supported or anything screw up). Then follow the on-screen instruction. Setup will copy installation file to hdd then it will reboot. There you select, drive to install, file system etc. Its all straight forward. Don't be afraid because I successfully install XP with 98 the first time I ever tried to dual boot. XP setup will install boot loader to let choose which OS you want to boot to. If XP setup screw up because of error on the burned ISO cd, provided you choose to dual boot, you still can boot to Win9x to burn a new disc.