This is very old, but still tons of fun. This may be a better method though:
http://trilogyrelease.bungie.org/
^Go to that link, download one of the files marked under the Easy-to-install zip packages bullet. There you can just download the files, extract the folder to wherever, then place the source code in the folder:
http://sourceforge.net/projects/marathon/
^Link to source codes. Just place the Aleph One source code under the folders of the Marathons you download.

This is not illegal.