Nicco you double posted, you're against the rules of this forum.
So yeah! i got it to work after about a day of shiting around with the translations by downloading the deluxe version :<
and Balrog is funny, I like the way he talks.
I don't know how it is possible to have problems with teh translated Cave Story, you downlaod it, extract it and launch the .exe, that's all.
Oh and http://www.youtube.com/watch?v=MKRCbGdiLLQ