Go into Windows Explorer by right-clicking (don't left-click) on your Start Button and selecting "Explore"
Using the middle scroll bar, scroll down until you see your CD ROM drive (often it is either your "D" or "E" drive, or, Yours may be different) on the left side of your screen, and click on it.
On the right-side you should now see the folders (show image of a file folder) or files that are contained on the CD. Double-click on the folder(s) until you see the individual design file numbers (ex: SP0002.dst).
Right-click on the desired files, select "Send To", select "3 1/2 Floppy (A:)"