For those who never read DOC files :

1) create directory C:\WINDOWS\WINCAT
2) create directory C:\WINDOWS\WINCAT\ARCHIVES
3) extract WINCAT32.ARJ into C:\WINDOWS\WINCAT
4) edit WINCATRS.BAT (specify directory of LHA, ARJ and PKUNZIP.EXE)
5) move WINCAT.INI to the \WINDOWS directory
6) move BWCC.DLL to the \WINDOWS\SYSTEM directory
7) add WINCAT.EXE to a Windows program group
8) GO!