It could be a variety of things. Three quick ones: 1) you could have had a download or unzip issue, 2) it could be your Windows directory path is too long or 3) the path has a character that isn't recognized. First, move the game folder to either your desktop or C:\ drive and try again (You are running this on windows, right?). If that doesn't fix it, delete the files and redownload to try again.
There are only three steps needed to run this game in Windows
- Download the zip file from one of the Win 64 links
- Unzip the file to the windows computer
- Double click on TalesOfAndrogyny.exe.
If you want to play the weekly updates (which are included in the subsequent monthly update, anyway), then there are three more steps
- Make sure your current version of the game runs ok
- Download the JAR file
- Use it to replace the old JAR already in the game folder