Have you patched your game installation?
Is there an extension on that file? Is it fortify.wav?
Looks like there is something wrong with your Guerilla.ini file. Look in C:\atari\unites\guerilla\ folder, and open the guerill.ini file.
Look for a line like the following:
[Animations]
BLANK=
DEFAULT=x_Guerilla default.flc
WALK=
RUN=x_Guerilla run.flc
ATTACK1=x_Guerilla attack_a.flc
ATTACK2=x_Guerilla attack_b.flc
ATTACK3=
DEFEND=
DEATH=x_Guerilla death.flc
DEAD=
FORTIFY=x_Guerilla fortify.flc
If its the .wav file, then look for this:
[Sound Effects]
BLANK=
DEFAULT=
WALK=
RUN=GuerillaRun.amb
ATTACK1=GuerillaAttackA.amb
ATTACK2=GuerillaAttackB.amb
ATTACK3=
DEFEND=
DEATH=GuerillaDeath.wav
DEAD=
FORTIFY=GuerillaFortify.wav
Make sure the lines actully correspond to files that are in the directory.