There are more people who have this same problem, which you may have noticed.
There is no real fix, just make sure that all your files are in the same directory and that all the files have the correct name. Open the run_me_first batch file in notepad and check the names if they are correct. Also check if all the files sizes are correct.
Try to hit pause when the black dos screen appears and see what it reads.
If all else fails you can try to download a file joiner from the internet. The principle is the same, all you need to do is join the 5 parts together to make one .exe file.
