Is it possible to get this thread stickied? This question comes up semi-regularly.
1) On PC, on your Desktop, Right Mouse Button Click any empty space on the Desktop.
2) When that Menu appears, go to New, then Folder.
3) This should create a new folder. Rename it by Right Mouse Button clicking the folder icon.
4) When that Menu appears, hit 'Rename'. Then type in something like "Sentinel" or "City of Heroes Characters". Whatever that will cause you to remember what this folder is in the future.
5) Open your preferred Web Browser (such as Internet Explorer, Google Chrome, Firefox, Opera, Safari, Netscape, etc.)
6) Visit
http://cit.cohtitan.com/sentinelplus/7) Right Mouse Button Click the Link that says "Download" with the Operating System you're using. (For PC, that would mean 'Windows'). Or just right mouse button click
This Link for PC or
This Link for Mac8) When that menu appears, hit Save Link As. Save this File (SentinelPlus.exe) to the folder you just made on the Desktop. If you have trouble finding your Desktop, please ask.
9) Open this Folder. Inside should be SentinelPlus.exe
10) Follow Victoria Victrix's repeatable instructions to extract your characters. Check the folder each time to ensure your character has actually been saved! If they're not, please ask about it here.
Edit: Argh, smilies made number 8 too cool for school.
Edit 2: Forgive me if my instructions seemed patronizing. It's not my intention.