Weird things happening

Okay so me and my little brother decided to download MUGEN last Saturday. I started playing when I noticed the default character Kung Fu Man's skin was blue. I thought this was normal until I watched a YouTube video of somebody using him and his skin was normal. I knew something was up. Later that night I decided to download Mario. I went to go select him and he also had blue sking and a purpl-ish hat intead of red. So I thought okay, so what if his colour is different but when I went to play the screen said "Error message: Can't load colors/Mario.act Error loading chars/Mario/Mario.def Error loading p1. I'm thinking maybe we did something wrong with the code and we know it's not Mario because we downloaded a character called Ultimate Chimera he is from Mother 3, (one of my most favourite games ever) And he would not work. BUT they were both made by the same person. But Kung Fu Man is glitched also. So I need to know, How can we fix this?

well maybe Mario act files were incomplete and Mugen didnt load them right, did you upload them on mugen right? If so then check all of Mario and any other character on Mugen thats acting up, and what verison of mugen did you download?

yea you should check and see what type of mugen you again some chars are not supported by older verions..and with the colors well i never had a problem like that before so i cant really say.. i say reinstall everything and check for the same problem

Well thats the funny thing. I have all these characters and the're messed up:

Kung Fu Man
Ash Williams
Mario
Luigi
Link
Fox
Sonic
Team Mega

I can still play using everyone lese but their colors are messed up. And I think wherever I downloaded Mario from there's a file missing.

Also I have Winmugen. My little brohter said I should get the dos version because it's better but my older brother said Winmugen is easier to use.