Well, I had impressed myself for a minute there...
I was going to say "Make sure you downloaded the 'Exporters for Catobase 6' for equalnicity.com "... but it can't be accessing the exporters when all you're doing is creating a new database...
There's only two different ways that I can get Catobase to do File, New, "File Not Found"... either CatoBase.mdb is missing (in this case, you get the error after you choose a directory and filename) or CatoBase.ini is missing (in this case, the error comes up right after you hit New).
So if it's not either of those, I'm stumped.