Does anyone here have experience with KernelEX 4.5.2?

KernelEx is an Open Source compatibility layer with an aim to allow running Windows 2000/XP-only applications on Microsoft Windows 98 and Microsoft Windows Millennium operating systems.
http://kernelex.sourceforge.net/

Am trying to install it on my 98se system here. However I get this message:

Microsoft layer for unicode is required
so I cancel the install.

However when I download MSLU for win9x etc and run it it just puts a file in a temp directory of my choosing. And it does not seem to be an executable. I then run the install of KernelEX again and it can't find it or something. Even when I put the installer in the same directory as MSLU. What am I suppose to do with this MSLU download? The Microsoft site comes up with nothing definite on how to actually implement it.

Maybe the install prompts me later to point it at the MSLU file? I dont know because I dont want to screw anything up by going on without knowing whats happening.