Audacity thinks my "_data" folder is missing, but it's not.

I’m using Windows 7 and I got my Audacity from the .exe installer.
I recently received an Audacity file over e-mail, and when I tried to open it, it told me that the _data folder was missing. The data folder is not missing. Why does Audacity think it is missing? How do I fix this?
I am a bit of a novice to Audacity, so I would appreciate it if you would keep your replies simple.
Thank you!

The _data folder needs to be in exactly the same location or folder as the aup file and it has to have exactly the same name. Open the AUP file in notepad or wordpad and read the first few lines.

It’s under “projname=.”