The onscreen instructions are pretty clear: Click on Activities in the top left area and click on Open.
That will bring you to the following page. Click on LESSONS and then on Open:
After you are done doing the exercises, click back on the Activities and select Quit.
After you leave the program (but not before), you will have to close the DOS window by clicking on the X button on the top right corner:
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If you want to learn more about the possibility of obtaining your own copy of the Computer Study Modules for use at home on your own computer, please go here (restricted area).