Do you have the RTP for that game installed?
If it's a RM 2000 game, you'll need the RTP for RPG Maker 2000, but if it's a RM 2003 game, you'll need the RTP for 2003.
You can also install the RPG Maker programs instead of the RTP's.
You can get them from here:
http://crankeye.com/?page=downloads