This is the arcade version, hacked to work on PC.
1. Extract the BlazBlue: Continuum Shift folder
2. Start > run >type cmd.exe > press enter
3. Move the folder to your C: drive and change the directory to the BlazBlue: Continuum Shift folder (for example, type \\\\\"cd c:\FOLDERNAMEHERE\\\\\" without the quotes and press enter)
4. Use xpadder to configure a gamepad or joystick. Configure controls by typing \\\\\"typex_config.exe\\\\\" without quotes and pressing enter and do the following
use mahjong panel: press n
four-way joystick: press n
low-res monitor: press n, I guess
scratch drive remap path: press enter
Then config your controls
5. Run game by typing \\\\\"typex_loader game.exe\\\\\" without quotes and pressing enter

Go to BlazBlue Continuum Shift\data\ETC and switch the jpn and eng folder names around for English text. (90% CHANCE THIS MAY CAUSE RUNTIME ERRORS)

If you have an Nvidia card and the game is running slow, open the control panel by right clicking your desktop, go to adjust image with preview, click use my preference, and slide it all the way to the left (performance).

A+B while pressing Start will get you into Score Attack Mode
C+D while pressing Start will get you into Training Mode

If you want to save options, high scores, etc. you need to have a D drive. The game stores all save data to D: by default. I haven't been able to figure out how to change that. All I did was put in a flash drive and change it's letter to D.

After you get everything set up, launch the game. Press the button you assigned to the \\\\\"Test\\\\\" function. This will open up a menu with all sorts of options. Change the language, free play, etc.

If you don't want to run the command prompt every time you want to play the game, do this: Right-click on typex_loader.exe and create a shortcut to your desktop. Now right click on the shortcut and choose Properties. Change the Target to this:
C:\****\typex_loader.exe game.exe
*(change **** to whatever your folder name is)

If you get an I/O error drag \\\\\"game.exe\\\\\" onto \\\\\"typex_loader.exe\\\\\" to run the game.