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.
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.