Is there a guide that can explain it all to me. Not really good with this sort of thing.
There is a manual here
First you can try this:
Use Windows Explorer to find GameGFX.exe. In it's properties window set compatibility to Windows95.
This probably will not work but its worth a try.
If it does not work then try:
1. Download TTDPatch-nightly-r2366-win32.zip from here
2. Install TTDPatch per the manual instructions.
3. You will also need to download Base graphics (v1.0) from here
4. ttdpbasew.zip contains ttdpbasew.grf. Unzip it into a folder called newgrf and add ttdpbasew.grf to the newgrf.cfg configuration file.
5. After installing TTDPatch, return to the manual and look for Windows2000XPCompatibility under Basic Patches. It will tell you how to set Win2K in the TTDPatch configuration ( .cfg ) file.
6. For Windows7 you will also have to set ttdpatchw.exe and mkpttxt.exe compatibility to WindowsXP.
If you still have problems return here with a description and we will take you to the next step if needed.