Can't open preference database (4.40 client)

First, I must to confess that I'm a newbie with this topic about how to create a MUSH using the MUSHclient thing (I'm reading the old FAQ in PDF format by the way). My problem is I downloaded this 4.40 client, installed with the default path (though my hardrive is E: not C: ) and when I try to run the program, it drops me this message and nothing initializes:

http://img210.imageshack.us/img210/521/error1.jpg

Can someone tell me what I'm doing wrong? I only downloaded the client, but I believe I need to fetch something else but I dunno what or where. Please?

Uhm... I solved it the silly way. I went to the folder of the program and ran the client from there. It seems the startup icon is failing somehow. Nevermind my question.