Ok, what you do is, "Download the files", Put them in the "Diablo 2" directory. ( choose this directory to download them too ), then after the download is complete, the directory will open to the directory you saved them to .(example:C

rogramfiles/diablo2)
Then just Execute the "Executables that you just downloaded". (doulble click the files you just downloaded ) All done.
Hope this helps you.