Are you on windows? If so, are you running the game from the start menu?
It's possible that you have an old corrupted installation, and that's what's being run from the start menu, instead of the newly installed version. Try to find the game wherever you just installed it ie. c:/Program Files/Depths of Peril. Check that all the files are in c:/Program Files/Depths of Peril/Assets: you should have assets01.zip, assets02.zip and assets03.zip there. Then, double click c:/Program Files/Depths of Peril/DepthsOfPeril.exe to start the game.