You are most likely playing on the 64 bit vista OS, in which case the game is installed to the program files (x86) folder not just program files. I think the link in the post above will work....however I havent tried it myself. I am going to fool around with this a bit more to see if I can find a way around it.
Okay I tried the link Mad_Dog posted above. It works perfectly. It's not too hard either once you get the registry editor open.
In August of 2004, Zappi, Homba, Bambam887, RedScorpion and MOOXE all pitched
in to create this Close Combat site. I would to thank all the people who have visited
and found this site to thier liking. I hope you had time to check out some
of the great Close Combat mods and our forums. I'd also like to thank
all the members of our volunteer staff that have helped over
the years, and all our users that contributed to this site!