Step 1: Download MUGEN
Step 2: Find a Screenpack
The screenpack that I am using and will use for this instructable is IMT (Blue) by user Acey. It can be downloaded here
I recommend this one as it can hold as little as 70 characters, a good start for anyone. Mine hold's 336, which also comes with the pack.
Some MUGEN screenpacks do not include the program and require you to copy all of the contents of the screenpack into the default MUGEN you downloaded last step. This one, the author was nice enough to give us MUGEN with it, as well as a very helpful program called VSelect, but we will get back to that later. Special thanks to the creators!