Use Mugen Archive or Mugen Free For All to find the latest version (1.1b is standard).
Applying the patch is often the first step, but veteran creators use additional methods to manage memory: 4GB Patch - NTCore mugen+6gb+patch
: Without this patch, MUGEN will typically crash to the desktop with a "Can't load [filename]" or "Out of memory" error when it hits the 2GB ceiling. How to Apply the Patch Use Mugen Archive or Mugen Free For All