How do I change tilesets?

I wanted to use HRose’s Retro Tileset but I can’t figure out what I am doing. Can someone help me?

There are some licensing issues with it that means we’re not ok to distribute it with the game, you need to get the tileset archive from the HRose tileset thread and drop it into your game directory. From there I think you can just select it from the options menu.

I did all that but the game just crashes on me.