Just extract, clic Install_RTU, then launch.
Choose options, and enter your pass if asked.
With some mkv files (x264/ac3/dts), you will need to do right clic, open with movie player (gstreamer).
Because RTU sets totem-xine as main player, to allow good dvd playing, but xine doesn't like some kind of muxing (the way how video and audio are set together).
Another solution is to remux your file with mkvtoolnix.