You need to extract
both files into your mod folder.
The first one is the normal CBM the second one contains some additional changes to CBM.
Once you have done that the mod folder should contain the following files
WorthyHeroes
cbcomplete.tga
CBcomplete_1.41.dm
CBcomplete_1.41c.dm
and whatever else you had before that. Then the game should start without problems. If it really does not give you the last file maybe instead of extracting you could try to double click on the zip file. Select CBcomplete_1.41c.dm in the window that opens hit CTRL+C (press and hold CTRL, press and release C, release CTRL). Go to the mod folder and hit CTRL+V (same procedure).
P.S.: Don't worry I was somewhat confused about that at the start as well.
