MultiSH4 can be in any folder you desire, but it will default to where it is the first time it runs, and then the last folder used in after that. Once you start MultiSH4, just use its dialog to navigate to the folder that contains the SH4 folder that you want to alter. You do have to make certain that the FileManager.dll file in that folder is not write-protected, just like the SH4.exe file has to be set. Right-click on the files, select "Properties" at the bottom of the drop-down context menu, and on the first page of that dialog is the "Attributes" section near the bottom. Make certain the "Read-only" tick box is clear. If it is already, no worries. Otherwise clear it, and OK your way out. Then run either the MultiSH4 or LAA applets on the respective files. You just have to be in the proper folder with both applets' dialogs.