Error message saying Project Data Folder can't be found

I have only begun using Audacity, and this is probably a real beginner’s question, but I don’t see anything about it in the FAQs. A file has been sent to me by what I think is an experienced Audacity user, and although I’ve installed Audacity, when I try to open it I get an error message that says the Project Data Folder cannot be found. What can I do about this in order to open the file? Thanks!

The AUP file is not sound. It’s a list of instructions of how Audacity should manage all the stuff inside the _DATA folder with the same name. They sent the plastic menu without the actual roast beef.

When the _DATA folder arrives, make sure it’s in the same directory or folder as the AUP file and double click the AUP file. If you did everything right, Audacity and the show should launch.

I can tell you the very next thing to go wrong. The _DATA folder is too big for email. Many of us use DropBox or other file service, or Overnight a USB thumbdrive. Five minutes of very high quality mono (not stereo) sound is roughly 25MB which is the limit of Yahoo Mail.

Do not do production in MP3. MP3 quality falls apart as you do editing.