Did you extract the .RAR file with WinRAR before running the game? The file the error is referring to should be included, so there shouldn't be any problems unless it doesn't have permission to access it. If the folder has been extracted and you're running the game as an administrator, it should work. If not, then all I can suggest is to download the game and try again.
Did not work,still ideas will be?
I'm going to upload an updated version later on that might work for you. Sorry for the problems you've been having. If you want to try fixing it on your own in advance: edit mkxp.conf with notepad and delete the line 'preloadScript=preload.rb'. This might work for you