The program gets an error because SAWZip.dll, which is the file used to access the .pk3's, didn't register because some file it's dependant on is missing or out of date (MSVCP60.dll, MSVCRT.dll, etc.)
To fix the problem you need to download the installation for the newest set of VC6 .dll's and then register SAWZip.dll, so follow these steps:
Step #1: Download, unzip, and install: vcdredist.exe, and after it's installed you'll need to reboot
Step #2: After you installed and rebooted, goto the "Start" menu, click "Run" and type in the following text depending on your operating system:
Windows 9x/ME
Windows NT/2000
regsvr32.exe "C:\Windows\System\SAWZip.dll"
regsvr32.exe "C:\Winnt\System32\SAWZip.dll"
and if it says it succeeded then the program should work fine