Well you got the pieces right, Queen, Bishop and pawn. Double check they are on the right positions that are mentioned on the CDs. Also make sure the Bishop is not a pawn (they look similar) or the Queen is right (she has no cross on the head)
If you are playing the English version it says "Very catholic" on the CD and this would be the Bishop piece. If you can't find it, you have to open the small wooden box first.
