What do those files (WAD\doomu.wad and WAD\DOOM.WAD) look like in Windows Explorer? Doomsday appears to think they are only 12 bytes large (should be several megabytes).
If the files in fact are valid, does it make a difference if you move them to another folder? For instance, under your Documents folder?
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If the files in fact are valid, does it make a difference if you move them to another folder? For instance, under your Documents folder?