Looking at the files, it doesn't require mounting to play; it already has the setup files set out for you, so there's no need to look for a .bin, .cue, .iso, etc. file. If you are playing the opening and there is no graphics/video, then I suggest doing what KarumA said:
Quote Originally Posted by KarumA View Post
Did you do all other things as well, such as the language settings change you need to do in order to play Japanese/Asian games
Some games will not let you proceed past a certain part unless your non-Unicode program language is set to Japanese. Assuming you have Windows XP: Control Panel >> Regional and Language Options >> Advanced >> Japanese