The cmr issue

[Lygo]

Ok, I have bad understanding even from reading the directions. There are charset, faceset, and etc, but when I download them from this site and then have the chara EX update what I download, it say as soon as I click on the chara EX exe "insert name here" file is destroyed.

If I didn't make sense on above, then I'll shorten it. How do I get what I download for charsets and facesets to be compatiable with the cmr files in order for it to load up making it selectable?