If you closed the batch file (black command prompt window) manually then there's a good chance you stopped it from renaming the file to the correct path that the mod is set to look for, so avoid doing that. Either that or you may have installed it to the wrong directory. Try running the Repair Rise of the Reds tool (found in the Start Menu folder), and if that fails, go for a full reinstall.
CommanderJRB
James joined
It's probably easiest if I direct you lot to my profile on the forum I frequent daily, as it'll have more information than I'm allowed here (and also saves me a lot of typing). You'll find the link as 'my homepage' on the contact panel down and to the right. Shameless plug: it's a fantastic forum and if you have an interest in C&C, then I'm sure you'll love it.