Just tested with Aladdin AGA WHDLoad Slave 1.7 and it´s running fine, please re-check if your kick31.rom file is indeed an A1200 Kickstart 3.1 Version 40.068 (test it in WinUAE maybe) ... if I delete that from my imported ROMs Aladdin won´t load ...
Also you could check the LHA if all files are in there (.slave and data directory) ...