I downloaded it and tried to play, but didn't understand the instructions to get it started. Arg.
You mean you couldn't get it to run at all? Is it still in the zipped folder? Because if it is the first thing you need to do is extract (Right click -> Extract all) it from there. Then, just go into the newly created folder and click on the Marathon (A1) .exe application file.
Once the game starts, you should also probably go into the settings and change the controls to something more to what you are used to.
Let me know if you are still having troubles.