Extract at the root folder of the game. You can use your keyboard or numpad (with numlock on) to enter a PIN when selecting a level or boat to log in to your profile. The PIN is "0". Make sure you don't have a save that already exists with the same PIN. Going into Service Mode to change the starting level works too, unless you don't want to mess with that setting on and off for some reason, like doing a lv40% run.