Game is missing data

I have done this over and over again and can't seem to find an explanation. I have downloaded Knytt Stories 1.2.1, but when starting up the game it reads "Error: The Data folder is missing!"

Now like I've said, I've downloaded this version at least six different times now and it always says the message. What do I do?

Please and thank you ^-^

1: Are you running it from the zip archive?
2: Check your KS folder, is there a data folder?

1: Are you running it from the zip archive?
2: Check your KS folder, is there a data folder?

Yes and yes.

There's your problem. You have to extract the .zip somewhere or it won't work.

So I should use something like winzip to "unzip the folder", then it will work?

Uncompressing zip files is built into Windows XP. Just right click the file and select something like "extract" or "uncompress" (I'm not sure what it says).

The game is missing some very important data.
As I told you Mister Nifflas, I'm very impressed by your Night Game. But somehow I miss a new Knytt Story done by you. For Knytt Stories (cause, indeed, Within a Knytt Forest looks like one). So, please, raise up some old habits