Gracefully handle missing .DAT files

[nmlgc]

Right now, the game simply crashes whenever it tries to access files from nonexistent .DAT files. Handling this situation more gracefully will probably be a requirement for Linux distribution packages, but it'd be good investment in user-friendliness in any case. A minimal version of #23, so to speak.

For a start, it should be enough to show a message box explaining the situation and which files are required where. An in-engine directory browser would definitely be overkill, and come with lots of usability issues. (Incremental filtering of the current directory by typing? Copy-and-paste? Where would we stop?!)

[nmlgc]

Will be included in the big delivery for #9.