Error: Open file 'C:\WINDOWS\sapmsg.ini' failed

Being a newbe using the .NET Connector, I ran into the mentioned error.

I have a machine with VS2003 en the .NET connector 2.0.1 installed. But when I want to search for BOR's or Functions I get the error: Open file 'C:\WINDOWS\sapmsg.ini' failed. The only .ini file I can find is the saplogon.ini, which should be enough.

Can anyone explain what I've done wrong or what's happening? BTW, I have no SAP GUI or so installed on the macnine.

Thanks in advance,

Andy