Have you signed up at english.gamepark.com yet? If not, you'll need to:
1) Sign up for a new account.
2) Download and install the Windows XP USB driver (lets your PC interface with the GP32, remember to put it in PC-Link "Now Waiting..." standby mode when doing so.)
3) Download and run the Authentication Wizard; enter your ID/password to validate you GP32 "account." (GP32 must be plugged into your PC via the included USB cable, and in PC-Link mode.)
4) Download the PC-Link application (a newer English version is available at GP32x.) The PC-Link program lets you install, delete, and transfer files from PC to GP32. It can also format SMCs, automatically creating the directories for MP3s, freeware programs, etc.
5) Also download the "Free Launcher." This is needed for launching FXE files (most downloaded programs and games are in this format). In PC-Link, choose File>>Install, then select the gp_launc.zpk file to install it. FXE files always go in the GP:/GPMM/ directory. If successful, the Free Launcher should come up when you select "GAME" from the GP32's main menu. Selecting the Free Launcher brings up a list of all FXE programs in the GP:/GPMM/ directory.
(All the files mentioned above can be downloaded from english.gamepark.com, but they still have PC-Link 1.2 on their site; 1.3.2 is more up-to-date, but either version is fine.)
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There's also the JoyGP download service, which you'll probably want to sign up for as well. At joygp.entware.com, you'll go through a similiar registration process. After that, you can buy the GPCinema movieplayer, and games if you want (some are freeware, too)
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The Her Knights and Mill patches/updates are available from the GP32x homepage, as are most of the freeware games and emulators available.
GP32emu has a setup guide too, personally I think they make it look way more complicated than it is.
