An expansion set is basically an add-on for an existing KiSS set. If you try to an expansion without first loading the original KiSS doll, you ended up with a mess. Missing pieces, lots of error messages, and so on. In the case of the "Halloween in Lost Angles " expansion set, you saw a sign telling you what the problem was and instructing you to check out the readme file for more help. If you're reading this, it's probably because you haven't tried opening the doll yet, and want to see how to do it. Reading instructions first is smart! A smart person is you!
All you need is to open this expansion is a KiSS viewer that can handle expansion sets (the ones I know are WKiSS and PlayFKiSS), the original White Queen Hex doll (wqhex.lzh), and this expansion file. If you don't have the original White Queen Hex doll you can download it from Otaku World or, duh, Slack & Hash's Domain.
If you have PlayFKiss:
First load the original doll, wqhex.lzh. Then, using the pull-down menus, FILE > OPEN OTHER > OPEN EXPANSION, and load the expansion set. There's also an Open Expansion Set icon at the top, right to the right of the regular Open File icon.
If you have WKiss:
First load the original doll, wqhex.lzh. Then load the expansion, but while pressing OKAY, hold down the shift key. This will let the viewer know to add the expansion to the existing set, as opposed to closing the existing set and opening the expansion as a new file.
Sounds confusing? Just try it; it's really quite simple. If you are still having trouble, I suggest checking out the FAQs at Otaku World; they explain this stuff much better and in more detail than I can.