I can´t run zquest 2.10! Help...

[Yoshi 3000]

By some reason I can´t run zquest version 2.10.
It said the computer couldn´t find "alleg41.dll"
So I downloaded that but now it still doesn´t work.
Not the same message pops up but a textfile appears in the same folder and this is what it says:

ZQuest v2.10 (Build 0)
Allocating MIDI buffer (9.84k/9.84k)... OK
Allocating map buffer (185.94k/195.78k)... OK
Allocating string buffer (6.75M/6.94M)... OK
Allocating door combo buffer (159.50k/7.10M)... OK
Allocating dmap buffer (51.00k/7.15M)... OK
Allocating combo buffer (1.49M/8.64M)... OK
Allocating color data buffer (158.11k/8.80M)... OK
Allocating tile buffer (8.00M/16.79M)... OK
Allocating trash buffer (97.66k/16.89M)... OK
Allocating item buffer (6.00k/16.89M)... OK
Allocating weapon buffer (2.00k/16.90M)... OK
Allocating guy buffer (14.00k/16.91M)... OK
Allocating combo undo buffer (1.49M/18.40M)... OK
Allocating tile undo buffer (8.00M/26.40M)... OK
Allocating file path buffers (1.25k/26.40M)... OK
Initializing Allegro... OK
Loading data files:
ZQuest.Dat...failed

Does anyone understand that?
I don´t and I don´t know what to do... Please help.