Although I haven't tried the version on abandonia yet, I suspect that your problem lies with the directory you extracted the game to. As it says in the review, you have to put the game in D:\GATE for it to work. Another solution is to open the LEGEND.lst file with notepad (or a similar program) and change all the lines that say "D:\GATE" to wherever you extracted the game to.
I hope this helps. If it does, I hope you enjoy the game, it's really good.