Since you're new, first read the rules: no Warez talk is allowed (as long as you don't name stuff it's ok).
Next, give us a few clues: what's your OS (not everyone uses Windoze) and what format are the "game files" you are trying to play? (.exe, .dmg, etc etc)

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-