LOL
@YUSSUF: Please make sure you have installed the
full version of LFS and not just an update (like Z25 to Z28). Full version downloads can be found here:
http://www.lfs.net/?page=downloads
Second, if you use the installer, it is recommended to install LFS to the program files folder or similar, since installing it in the user data folder can sometimes cause access right problems as far as I know. If you're using the .zip/self-extracting .exe, make sure that all files have been correctly extracted before running the game (do not launch LFS.exe from the unzip program directly). Other than that, maybe a simple reinstall will solve your problems.
If nothing helps, maybe if you show us a screenshot from the folder you installed LFS into could give us a clue to what went wrong.