You need the unzipped file in your username directory and only one folder of Finally
It should be something like C:\Users\YourName\Finally, not C:\Users\YourName\Finally\Finally, which you might get on first unzipping it. Also, as I said above, I ended up placing all of the ffmpeg folder files in the Finally folder, but you may not need to. Click the LQ or HQ executable file. For some reason it asks you to choose the movie twice, and it might stop working if you press OK before it finishes, but other than that it should work.
I tried to make one a file for you, but it is too large to post.