Go to a shell and go the directory you want download.ini plus other configuration files to be created.
The binary you have to run is mlnet+gui . When you have done that, the program will check for those files and if he can't find it... it will create them for you. You can configure your program using the GUI, too. just look at the toolbars you can find there.
I have found it very easy to install and configure , unlike giFT + giFT - FastTrack or any other p2p technology programs