1.Go to Settings (or press Ctrl + T), Options and disable "Hide Advanced Settings".
2. If your Project 64 is between version 1.7 - 2.3.2, it probably came with Jabo 1.7 already, but if that's not the case, move "Jabo_Direct3D8.dll" to "Plugin\GFX".
2. To use textures for No Mercy, you first have to set up your emulator so that it can be loaded. Follow the following steps and then you are on your way to using textures. First open your emulator (this tutorial is obviously made with PJ64 in mind) and go into "Options" then click on "Configure Graphics Plugin".
3. Once there you will be greeted by this screen. The only thing that isn't up to personal taste here is the fact that you need to enable the "Always use Texture Filter" box. Apply the changes and press ok.
4. To install the textures go into the root directory of the emulator, go into "textures" and create a folder with the internal name of the game (in this example's case, WWF No Mercy).
7. Put all the textures that you want inside the "WWF No Mercy" folder and start up the rom.
Bingo!