I figured it out. Did some backreading.
I have another question. When I open Dolphin on my computer, I hover my mouse over the Open button and a small yellow window appears saying unimplemented. I tried clicking it and nothing happened. Then I went to File and clicked to Open, but nothing happened. I also added a path to where my GCM's are and it says there aren't any. My dad is working on getting XP Pro, but is there anything else I can due from here? Get DirectX 9.3c?