It is our pleasure to provide this software free of charge to help you in your ministry. We're so thankful for our partners who make this possible!
Your TntMPD database needs to be in a folder that TntMPD has permission to create new files in. Normally TntMPD doesn't have permission to do this at the root of your hard drive.
Try moving your database to your "Documents" or "Dropbox" folder and opening it from there.