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This is how I did it, on this computer i have windows xp pro version 2002 sp2
Download winrar here
Install it, its simple
Double click on the Back orifice zip file
You will see this
Click on the wizard button shown above
You will see this
Click on finish
You will see this
and the folder will automatically open in front of you, run bo2k and you should see this
I dont know what are you were trying, but follow this and if you have any problems tell us