Be sure the files you have downloaded have all been unzipped and you are pointing your statistical software to the correct path where the file is located.
Some statistical applications have a limit on the number of characters that can be used to specify a file location. The default folder hierarchy in which SAMHDA distributes its files comprises at least three levels. If this folder hierarchy is extracted to a folder that is already nested within several other folders, then the length of the resulting drive, folder hierarchy, and filename specification could exceed that which is usable by the statistics application. In these cases, SAMHDA recommends that the lowest folder in the hierarchy be moved or copied to a location as high in the folder hierarchy as possible and that this new location be specified in the setup files.