As you might have noticed, all the songs are in either XM or S3M format.
In order to play the files you have to get a player (Duh).
Here's some recommended software:
NAME:
PLATFORM
DESCRIPTION
HOMEPAGE
YAMP
Win95
A nice looking player with lots of different designs. Very easy to operate.
Go there!
Cubic Player
DOS
The best player. However, it might be kind of hard to configure.
Go there!