I would suggest contacting the help line by phone. It can take forever at times, but the staff is very friendly and helpful. On a side note, I believe your problem lies somewhere along the lines of a folder mix-up, or that a folder wasn't made during installation. It is also possible that the system you are using isn't compatible with FFXI as a whole and may need a patch or work around. But again, I would suggest contacting the help line by phone or even a GM in game.