I had to mess around with the marble.reg file to get it to work on my Windows XP computer. I would guess you'd have to do the same for other operating systems other than Windows 95?

Here's what I did....
1) Open marble.reg with Notepad (right-click on marbles.reg, open with and select Notepad)
2) Change the location of marble.exe to where you have unzipped the file. For example, "c:\\Games\\Marble\\Marble.exe"
3) Change ALL references of "HKEY_USERS\.Default" to "HKEY_CURRENT_USER" (Edit, Replace)
4) Close the file and save all changes.
5) Merge MARBLE.REG or double click on install.bat

It should now work. There's only the sound effects, and no music but don't let that put you off!