From the cns file, i suppose this character is to be use for Mugen 1.0 tough, with some editing you can make this character run in winmugen to do that, open the Gear_Len.cns and look for this part
[State 5900, 3] ;Change palette type = RemapPal trigger1 = 1 source = 1,1 dest = 1,palno
All you have to do is to add semicolon on that part. I'm still not found any problem by disabling that part and running her in winmugen, tough