There are two downloads for you to choose from; one is for those who already have the VX Run-Time Package installed (you can get it from here), and for those who do not. If you don’t even know what a VX Run-Time Package is, you should go for the 218 MB download. It should allow you to play the game without the Run-Time Package installed (and if it doesn’t, tell me ASAP; I’ve never set that up before). In any case, choose which download is right for you and click the appropriate graphic.

If you can’t see the graphics:
Star Stealing Prince (184 MB) | Star Stealing Prince w/ RTP (217 MB)