run vcmp client as admin. I guess there is permission problem that causes client to be unable to install files (open/extract downloaded archive).
AKA on Vista/7/UP.
XP doesn't have admin compatiblity.
Anyways, try XP compatibility and make run is ran as admin, or might be something from your VCMP directory. Try to see if it's read-only.
And if you ask me where's the VCMP directory, it's on c:\users\yourname\appdata\roaming\VCMP. There's the folder where rels are being downloaded.
Good Luck.