I don't know how you'd get that error, I've never heard of that happening before. What OS are you running?
It needs Windows 95, 98, ME, NT4, 2000 or XP. And, if you are using an earlier version such as 95, NT4, etc. You need some service packs or a new IE (such as IE 5 I believe) for the newer Microsoft Common Controls Library.
Also, to run, it needs everything extracted in the same paths as in the zip file. So, for example, if you extract it to C:\SCISTUDIO, there needs to be a C:\SCISTUDIO\TEMPLATE\SRC, C:\SCISTUDIO\TEMPLATE, etc.
So, what OS are you running? Are you running Wine, or a PC emulator such as Virtual PC?