What is your PC's operating system and Atari800Win version number? I honestly don't know what the problem could be, since version 3.0 runs pretty much "out of the box" using Windows98. But I'll show you my settings.
After downloading the emulator and unzipping it to a folder of your choice, download and unzip the system roms (ataribas.rom, atariosb.rom, atarixl.rom, and 5200.bin) as well as the dos25 disk image. You can put these anywhere you want...since you'll need to direct the emulator to them manually. Here's an example folder list that I use...
For the emulator and system roms zipfiles, I unzipped them to the folder C:EmuAtari800. I also created subfolders there called C:EmuAtari800HD1 (for hard drive files), and C:EmuAtari800Rom (for 5200
cartridge dumps).
Anyway, the folders are set up...so I launched the emulator. Immediately, this message will pop up:
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This is normal (since the emulator hasn't been instructed on where to find the files it needs yet...namely the system roms). Click
NO and set them up. By clicking on "Atari" in the top bar, you can set up the following accordingly:
The system roms (atari->rom images)
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The hard disk selection (atari->hard drives)
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The disk drive selection (atari->disk drives)
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Once these changes are made, the emulator should boot up normally when emulating the OS-B, XL, or XE machine types. If you want to play a disk image game, open the atari-disk drives menu back up, select the image you want to boot, click OK, and then press shift-F5 to "reboot" the emulator.
So how do you emulate the 5200? Simply selecting the machine type as "5200"...
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will yield this message:
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Right...you've still got to "insert" a cartridge in your emulator. For this example, I've chosen Cafeman's latest update to Adventure2

Download it and unzip it to that "rom" subfolder.
Open up the rom image selection (atari->rom images) and browse over to it by pressing the button marked "cartridge"...and then attach it to the system by changing that little box to the right of it from "detached" to "attached"...
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Note that the other fields above these don't need to be changed

When you click OK, this (or something similar) will be displayed:
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This is normal...and you can pretty much ignore it and press OK. Your emu knows best
If all goes well, you should be greeted with this:
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SUCCESS!
If you later want to go back emulating an 8-bit computer, simply select it under the "machine type" option. A 5200 cartridge
should automatically detatch when you do this...but if it doesn't, you'll get that error message again...
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...if that happens, it most likely didn't detatch the 5200 cartridge like it was supposed to. Just click NO and detatch it manually...
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Good luck!