Read the documentation (most importantly: the README), then use your newly aquired knowledge, and if it still fails, give us details on what you tried to get it woking.

well, I've went through it again but couldn't find anything that regards to path errors.

I went through every FAQ I found and a few pages back in this forum but couldn't find any info about this problem.

We still need more details on what exactly you did and what error messages appeared, and what else you tried.

well, I didn't try anything because I couldn't think of anything to try, or couldn't find any advices about that issue in forums and FAQs.

hmm... I don't get a specific error message, the system just acts as if there are no files other then the EXE (thus I assume it's a path problem).
all sorta "cant find Data.dat/problem loading blah.blah" or just plain blank screen on more primitive games.

How do you run those EXE games that work? Screen dumps, command line history listings, paper models, whatever... Just show us what you do, already!!!