I found one thread here regarding this problem, but it was for the Mac system.
I'm facing this issue with my Windows XP system. I just downloaded HighEnergyPhysics-188.8.131.52.zip and tried adding the lines
$FeynCalcDirectory = "C:\Full Directory Name";
$VeryVerbose = "C:\Full Directory Name";
where "Full Directory Name" is the full path that ends with "...\Application Data\Mathematica\Applications\HighEnergyPhysics"
Unfortunately I'm still getting the error in the title. Any ideas would be appreciated.
Thanks in advance.
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