If you do not know about RPG XP is better to download it and edit it.
Open RMXP have 2 ways
Option 1: the link and click on install rpg RPGXP.exe
Method 2: faster
Click Start ---> select RPG Maker XP
Then choose File -> New Project
Now install the game name, the folder containing the link to the game and game
This stuff is the final edit but put the location is easy to find, if not next time to edit what was lost searching
Folder Name: The folder name game
Game Title: too easy, this is the name of the game
Location: the location of the game folder, if you are Newbie better for it on the Desktop
This is my New Project:
Press OK to Finish
