Find the directory where you put Maelstrom on your computer, and also the directory where you put GOF. In the Maelstrom directory, you should see folders for DirectX8_32bit, DirectX9_32bit, and DirectX8_64bit. In GOF, you should see folders for Program and RESOURCE, along with a start.ini file. Also in the Maelstrom folder, there is a shortcut called, Maelstrom GOF 2.5. Right-click that shortcut and select "Properties" to edit. For Target: put the path to your Maelstrom directory plus the path to the exact Maelstrom.exe you want to run, like this:
Target: C:\This is the path to my Maelstrom directory\DirectX9_64bit\Maelstrom.exe
Then, change the Start in: to the path where your GOF stuff is...example:
Start in: C:\This is the path to my GOF directory that contains the Program and RESOURCE
Click OK to complete the shortcut edit screen, then launch that shortcut.