Error Message : 1

[Skybert]

Hello. I've downloaded a couple of different packs of MUGEN realeases. There seems to be a common problem with all of them
Whenever I select one of the menus I get
Error Message : 1

Where 1 is the number of the menu, if I choose like VS instead of ARCADE I get
Error Message : 2

So yeah. I have tried to figure out how to do it with several compability edits, but they all result in the same error.

I run WinMugen
I have an intel dual core prossecor and I run Windows XP

Any ideas of what could be causing this?
Any help is greatly appreciated