OK, on the off chance that you've somehow stumbled something almost noone else did (unlikely, though it may happen): screenshot of the error and listing (for example, result of 'dir > list.txt') of the dir the error points to.
Then the other question would be : had your computer been set to japanese local setting when you unpack the game archive ?
If yes, are you sure of your source for the game (if you didn't buy it) ? If the uploader unpack the game archive on non japanese computer before re packing it for upload it could have mess with the file name.
Since it's MV, it's not a RTP problem.
I've seen - very rarely - time when even on japanese local setting, a long path to the exe or japanese name in the path could bring up error, so you might want to try moving the game to something like c:\rj24295\game.exe to try.
The balance in this game is really weird. Most of the monsters are easy to beat, but when you stray off the path the monsters become literally hundreds of times stronger. The game does warn you to stay on the path, but the level gap is strange.
99% sure that's an error you get when unzipping the archive of the game in non-Japanese locale - the filenames that would have Japanese characters in them would jumble up, so the game cannot find them when needed. I tested it with the trial, and what do you know, I get a very similar loading error if I unzip it incorrectly. So download from DLsite again (just in case), and be sure to be in Japanese locale before unzipping (like Bryanis said). Also just in case, locale is locale, not format and not location, in the windows settings. You dig?