If you say the folders are empty, then this is the issue. Perhaps unpack the ZIP on a PC, and copy them some other way. One of the Fonts in the Fonts directory refused to compress with LHA or LZX, and so I was forced to use Zip.
What happens if you copy all the files from the HDF to your hard drive? Then run the Assign ME First icon, and then try to run the game or the menu from the icons.
Do you know about snoopdos? Try running that, and see which filed it fails on. They should be in Libs on the HDF, at least.
Yes. The video stops at the point of interacting, as I cant put graphics or the mouse pointer over the moving videos. So I had to invent a pop-up shooter mini-game, to cover those encounters. At first it was only the one enemy per encounter, and a short pause between the footage, but in the end I added up to 7 guys and commandos on ropes, to the mini game, and it delayed the experience. Very happy you got it running at least! Remember to press the right mouse button for the grenades. ;)