Problem starting game (WinXP)

[Agrajag]

Yeah, it sounds like you have a missing file. (guiborder2.tga)
You might be able to get around this by copying guiborder1.tga and renaming the copy to guiborder2.tga. Assuming you do have guiborder1.tga.
Even if you don't, I think you can put in any ol' .tga file in their stead. (Though you might have to have it be a 512x512 bitmap that is saved in whatever way the guiborders are currently saved)