If I understand you correctly this is a Windows file location problem and not a BV one.
Open Blue Voda. Go to (From the top menu bar) Tools/Options/Folders and write down the folder name where you BV files are stored. Close all these windows when you have the folder name.(The folder name is probably 'C:/Documents and settings/malcolm/My Documents/Blue Voda)
On your desktop, right click the index.bvp file, click copy.
Press WindowsKey + E together to open explorer. Open up the folder you have written down. Paste the index.bvp in this folder.
Try again to open the file in BV.

I hope that I understood this correctly, and that I am not being too simplistic. If I am, then apologies.

__________________
Royden

www.harrow-art.com
www.harrow.co.za