Ok, I think that the only solution to your problem is to google it. My game tester had checked that issue and the game worked just fine. Sorry, but I can't help you :(
Oh, sorry, I forgot to mention that problem in the readme file. What you need to do is to download RPG Maker 2003 runtime pack which I just uploaded. After executing, the file will ask you to add it to your Windows registry. That should work ;)
The game's engine is RPG Maker 2003, so the overworld and the combat system are very similar to JRPGs like Final Fantasy 2 or indie games like Space Funeral and OFF.