Well, either the file isn't there, or it isn't readable. So, check to make sure that sounds.dat and main.dat are both in your Darwinia directory, and make sure that you have permission to read from them. If both of these conditions are true, try reinstalling Darwinia, as your installation may be corrupt.
Make a copy of sounds.dat somewhere, then rename the copy to sounds.rar. I dunno how you make Vista show you the extensions, but you might just be able to rename the copy the usual way to sounds.dat.rar without deleting the ".dat" suffix which is hidden from you.
Once it becomes a "RAR" file you should be able to dive into it and see the files inside. Look for the file mentioned in the error. You should be able to play the .ogg music files from within the .rar, or copy them out and play them somewhere.
If you cannot get into the .rar, you may not have the proper permissions for those directories. I dunno the way to fix that, but at least you'll know what the issue is.
I have exactly the same problem... I have the demo btw... but I have two problems.
#1: I did exactly what you said I should do, unzipped the .dat file, and sure enough, there were TONS of .ogg files. HOWEVER, the one which is causing the error (dma_sc_visitors_from_dreams.*) is not in that folder... its obviously been left off by mistake.
#2: I don't have EITHER the preferences.txt file, nor the blackbox.txt file. They aren't hidden... they just don't exist...