Hrm, from looking at the page and looking at your post, I'd say you must not have everything downloaded. Did you check out: http://www2.arnes.si/~sopjsimo/gimp/ ?

If you still can't get it to work and you want to use a decent alternative, PaintShop Pro offers a free trial: http://www.jasc.com/products/psp/ (I'd suggest using 7 and not the 8 beta)