error message

Hello, after installing the game Iron Roses I get this message:

An internal error has occurred and the game has shut down. Pleaes contact tech support to resolve the problem, sorry for the inconvience.
DETAILS:
[Error 3] The system cannot find the path specified: "C:\\Documents and Setting\\All Users\\Application Data\\Cateia Games/Iron Roses'
I tried to install the game on an external hard drive and received the same message....I am new to gaming and would like very much to play this one.

PLEASE HELP!, What should I do?, I already exchanged the cd for a new one and I still get the same message... Thank you!