First of all, if you want to use MStrat in interface mode (see: "Running MStrat" section) you will have to download TCL environment at http://www.tcl.tk and install it before launching MStrat.
For Windows: Download the MStrat installation program, launch-it and follow the instructions
For Unix: Download the MStrat archive and unzip-it wherever you want, then you should compile "ether.c" using -lm option, for example using GNU gcc compiler : gcc -o ether ether.c –lm
Very important: In some cases MStrat could reject working with directory containing spaces characters. Then, if you get a "file note found" error beware that your files are stored in a directory such as "c:/MyPrograms/MStrat/MyFiles" instead of "c:/Program files/MStrat/My files"