When installing new downloads, people often make mistakes - here are some basic guidelines to ensure that everything works:

1) Always Look at the Readme!
Most downloads already have a Readme which lists the lines for data.txt and where the files should go. Most problems can be solved simply by reading the Readme. If nothing is there, move the images to "sprite/sys" and the dat.-files to the "data" folder. The following tips are just in case there are no installation instructions.

2) Versions
Many people get errors when trying to install a version - especially R-LF2. To minimize the size of the installation file, sounds and pictures which already exist in the original version are left out. In such cases, you have to make a copy of the original version of LF2, then move the setup-file in the corresponding folder and begin the installation (Warning! Some setups start with the folder "LF2_v1.9". It's safer if you install the version in a separate folder and copy the extracted files over the original version). Some parts are remade, some stay the same, some are new. If you did everything right, you'll have a new version.

3) No Instructions for Installing
If there are no instructions on how to install the download, then there are three possibilities. In the first scenario, you have a replacement. If this is the case, you just have to move the files so they replace the existing ones.
In the second case, the new download has only one new dat.-file (the one of the character). Just copy the line of template in data.txt, change the id-number to over 300, and move the pictures into "sprite\sys" (if you get errors, open the dat.-file with the Data Changer and search for where the images should be in the file part of the bmp section of the dat.-file).
The last case is hopeless - you have more the three dat.-files, no replacements and no advice on how to install it. It's possible to make this character work, but it's difficult, requires a lot of time, and is often not worth the effort.