Did you unzip/extract the game from the zip file before running it?
[Nymph]
Yes.
Unless there's another zip file I need to open?
The file I run is Game.exe
Which I install where I install my other games.
The exact path I am using is:
…\Games\RPG Maker\XP\DIDnapper (1)\1.8.2\Game.exe
[Edit: I say 'exact'; but I mean within my 'Games' folder; as '…' is in place of what leads up to my games folder.]