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Hi, try the instructions at

Thank you. I already have Direct Play enabled, though. :/ What is the difference between acknex.exe and bloodbath.exe? Whenever I click on bloodbath.exe, the computer makes a sound, but nothing opens. When I click on acknex.exe, I get the "Problem with WDL script" popup and then it closes down. My computer is updated. Power Drill Massacre works, but not this game, for some reason. 

Try following the installation instructions. It's got nothing to do with directplay. You have to unzip the files before running the game. I can't give support in the comments section for obvious reasons but you can find my email on the support page: