Do you have a wallet installed? If not, go to https://bitcointalksearch.org/topic/xmr-monero-a-secure-private-untraceable-cryptocurrency-583449 and get a wallet.
Or you can find a pool that mines directly to exchange, but most pools don't do that afaik and it's not advised.
A pretty good miner is here https://bitcointalksearch.org/topic/ann-cpuminer-opt-v3881-open-source-optimized-multi-algo-cpu-miner-1326803
Download the binaries, not the source code.
Open the readme, see which miner exe is OK for your system. It may be cpuminer-btver1.exe and if it doesn't work you can try the other ones too.
start /low the_correct_exefilename.exe -a cryptonight -o stratum+tcp://pool.minexmr.com:4444 -u your_wallet_address -p x
You can change the pool and port too if you want.
Thank you, I'm trying to use it, but when I open it it closes immediately. Any idea why?
CD to the directory with the EXEs and type the cpuminer command manually (no start /low) to see what the error is.
If your CPU is as old as your GPU you may have to use cpuminer-core2.