Download WinRAR and IMG Tool 2.0. Open IMG Tool and press F2. Type 'player.dff' and click 'Find Next'. Rename (LMB + Rename) it to something like 'player_backup.dff', your choice. Or you could extract the file somewhere, somewhere memorable. I would extract it somewhere then replace it. If you've extracted the file somewhere, then replace it by pressing Ctrl+R and locate the Duke Nukem player.dff. If you haven't extracted it to somewhere already, keep the duke.zip file and IMG Tool open and extract the Duke Nukem player.dff somewhere with WinRAR.
After you've extracted the Duke Nukem player.dff, press Ctrl+R to replace the original player.dff and locate the Duke Nukem player.dff that you extracted. Press 'Open' and hey presto! You've installed it successfully!