First, go into Entrance creation under the Creations submenu. Next, go to Custom Entrance Video and choose a CAW. You should have at least one (Jacob Cass) if you have played RTWM prior to this. A list will come up, but all the slots will say "EMPTY" - this is normal. Just press and give it a name if you want. Now, on the next page, hit Accept and to confirm. The video will start encoding, which will take approximately 10 minutes. When it's done, start a match using the CAW - make sure the entrances are turned on.