Hi!
I've gotten this error once as well on my A1200, OS 3.0 but I do not know why and I have not been able to replicate it. I will try again tomorrow to see if I can replicate the issue.
Try these two things:
1) "Show all" in the Drawer and run the COG014_05 file directly (ignoring the game icon to run)
2) Would you be able to "re-install" the game on a different location? Unzip it on the PC and copy the HDD folder somewhere, and then run via the ICON.
If either works, let me know and I might have a better idea what is causing it.