This is AvX Colossonaut.
Original download Mugen 1.0 only:
http://www.infinitymugenteam.com/Forum_345/index.php?topic=41489.0;topicseen
You should also download the Stage there too as it works in WinMugen.
Now for Colossonaut himself.
Patch files for WinMugen:
http://www.mediafire.com/download/qrllcix8y2dyc60/winmugencolossonaut.zip
Enjoy~