That's very curious, can you see a 'data.sgr' file in the game's folder? If not, you need to download the game again I think, that file needs to be there. Oh also you do need to extract the zip file's contents into a new folder before launching the game in there, you can't launch the game directly from the zip file, maybe that's your issue?
Otherwise, maybe try moving the game's folder to another location and launch it from there? Please let us know if any of these things work.