This is AvX The Thing.
Original Mugen 1.0 only download:
http://www.infinitymugenteam.com/Forum_345/index.php?topic=41488.0
Also the Stage is there to download, it works in WinMugen.
Now for The Thing himself.
Patch files for WinMugen:
http://www.mediafire.com/?5evnt8fygf819yu
Enjoy~