8)To nachito09,
Sup dood! I think I know why you're having this problem. The default directory of the unzipped file is c:\UT2004 (yes?). What you need to do is unzipped the file then copy/paste or move the KFMod20 directory under c:\Program Files\Unreal Tournament 2004! Okay!??? Then click on Killing Floor.exe. And if you want make a shortcut[ in your desktop and link it to KFMod20\Killing Floor.exe. Play the game by clicking on the shortcut!
