I attempt to run and it states I need one.
Read your own message carefully and then think about it.
Your computer states it needs a certain file without which it can not perform the task you require it to do. And you ask if you need that file? What do you think? That your computer is making fun of you and creating random error messages just because it likes it that way?
Come on barney, you seem to stampede through the topic without thinking or reading carefully. You ignore about 95% of the tips given and give hardly any significant feedback on what you have tried yourself.
Software needs getting used to. Some software needs adjusting according to your liking or to the hardware you have.
WHDload has a manual which you should read carefully, as you should also read any ReadMe files accompanying the WHDload-games you download. All the info you need to run WHDload is either in the manual, in the ReadMe of the specific game or already in this very topic. Try a little harder to understand what you're working with.
You're using a machine from the early 90-ies, designed in the 80-ies and it needs a different approach compared to the current 'next-next-next-ok-run' generation. You have to find out things yourself.