Would someone please help?

I am very new at this. I'm sure it's very simple, but I don't get how to play mods. I extract them to a folder, open it, and get that AA@ff!?af@ error. What am I doing wrong.

 

Nothing, as far as I can tell from your description.

Maybe someone could help if you gave more detail.

 

Some mods require you to copy the original Cave Story folder and extract them there, because they only include changed files to save space.

 

So copy the entire folder and just swap the files that come with the mod? I was just copying and pasting 'data' into the mod folder.

 

Oh, you need the modified exe as well.

 

First, duplicate your Cave Story folder.
Second, paste over the mod's contents, overwriting everything it wants you to overwrite.
Lastly, open exe and play.