Instructions
Download the R.M.S. Titanic for "Roller Coaster Tycoon 3" from the Atari website. You will need an account to access the download, but one can be obtained for free.
Select the downloaded Titanic file and press "Ctrl" and "X" to remove it from your download folder.
Open your "Roller Coaster Tycoon 3" tracks directory, which is by default located at "C:\Documents and Settings\[Your User Name]\My Documents\RCT3\Tracks".
Press "Ctrl" and "V" to paste the Titanic file into your game directory.
Play the game, use the menu at the bottom of the screen to find your "roller coasters" icon and select the Titanic from the list to place it in your park.