Just search your Xmas'99 Folder, (Right-click on the folder then choose search)
for XMAS. Then, when it's found all the stuff, copy ALL OF IT into your TSF folder, and then run Jazz2 TSF! You're done! (I think the Search option only works for Windows NT/XP because that's what I use.)
Also, if it's not there, open the Folder, Right-click in a blank spot, then go to Arrange Icons By->Name. Then the files you are looking for will be down in the files that start with X. Then, follow the instructions above.