A couple of quick things to try - you haven't mentioned your OS but for windows 7 or 8, it helps to go to the desktop shortcut to Rising Sun, and select "run as administrator".
To check if you have installed RS correctly, there are three places where the game installs files:
- th emain location of the game
- under My documents
- and under the Application Data pathway which varies slightly depending on the version of Windows.
If any of these folders are missing there has been a snafu in the installation process.
Another idea, can you run the cfs3config.exe ok from within the RS main game folder? That will confirm if all has installed OK.
Not being familiar with RS, is there a small multicfs3.exe file in the main install? Running that will also indicate if the folfers under My docs etc have been created properly.
And of course, if all else fails, read the Readme docs