That one's easy. It couldn't find or open a file (maybe I should make my errors a bit more verbose
). If it happens when starting the program, it's probably about MegaFiles.xml.
So check if you specified the correct path on the commandline if empire at war is not installed in the default directory. Make sure you specify the path to the GameData directory. Put quotes around the path if it contains spaces. Also make sure this file isn't exclusively locked by some other process.