Open City of Heroes.
Log in.
Allow your character to finish loading.
(optional) open your info window to allow Sentinel+ to capture your badges (Menu -> Personal Info or type /info_self)
Alt-Tab out of CoH to find your Sentinel+ shortcut
Double click Sentinel+ shortcut to run.
And that should do it. The file that Sentinel+ records for your character will be written to the same folder where Sentinel+ is located.
Like me.. thank you.. I seem to have issues trying to use the program due to my lack of computer knowledge and/or skill.
Which means that if you saved the Sentinel program to your desktop then the save files are on your desktop. If you saved the program to C:\Users\Heatstroke\Downloads then your character files are saved there, etc.
For some reason that's confusing a lot of people, I think because somehow they're saving files then 'running as' from the Firefox download manager and never actually looking to where they're saved for real.
If you want to know where you've saved the Sentinel thing for real, and if you're using Firefox, right click the program and hit "Open Containing Folder" and it'll show you where it actually is. Use Tools-> Downloads to open the download manager if you don't know how to do that.
Note: The same sort of thing happens on IE and Chrome, I just don't know what their download managers are called or where to find them.