This is usually caused by bad folder settings. I will need some help to solve this. If you have had this problem, please answer these question and provide me with any additional information that will help me solve this.

When did it happen? During play or directly after installation or after a live update or ...?

If it was after installation. Was it the very first installation of Sokoban?

To fix the folders, please follow these instructions:
http://www.sourcecode.se/sokoban/reinstall.php