F*cking annoyed with Stepmania!

Okay, so I've been having a lot of problems with Stepmania lately and I was wondering if somebody could help clear them up, because this god-damned program is really starting to piss me off. For one thing, while I was moving the program folder to a new location, it just randomly disappeared! I clicked on the folder and started to drag it, and a stupid little error box popped up. I don't remember what it said, but after I clicked "okay" the folder was gone. Not deleted, just gone. Erased from existence. The folder couldn't have been deleted, because the program still runs fine, yet it can't be located ANYWHERE ON MY COMPUTER!! So, I removed the program with the add or remove programs list, and it still runs fine! What the hell?? So much wasted space that can't be cleared. This, however, isn't really what's causing me the most grief. Today, just randomly, all of a sudden, the package creator for my new stepmania decided to start being a dick. Every time I try to open it, an error box with the message "unable to find zlib.dll" on it appears. What the hell is it talking about? I found that freakin' file on my own in about two-and-a-half seconds! I want to make files, damnit! Why can't I??? Any help on these problems would be greatly appreciated, because this is seriously starting to drive me insane. I've installed Stepmania about ten times now and it still continues to have the same problem. What is going on???