Just tested this on Mac and can see the problem. The 'File not found' window that Pol mentioned does appear but it's hidden behind the Daslight 4 splash screen. This is a bug and I have reported this to the developers so they can fix this in the next Beta.
In the meantime a work around is to start Daslight 4 don't click the splash screen, wait till it holds on 'Initializing Some Nice Effects' then hit enter. The software should open okay as the 'File not found' window will be in focus.