It cant load it, and I'm not sure why not :\ There is no "Shader" file in the Esenthel RPG 2 file like there is in the free "everyone can dopwnload" version. Also When setting things up it tells me to copy all the physx from SDK_Install_Physics folder over to the BIN under RPG 2...but no folder exsists under SDK. Any help is GREATLY appreciasted.

you need engine.pak, which is loaded in InitPre - this helps with "cant load main shader"
instructions are in ERPG2 thread
copy engine.pak, copy physx dlls from SDK (EsenthelEngineSDK\installation\physx), ..

Problem solved and the game is up and running. I thank you for your quick responce. After I select a character, it fails to load the world. Any advice on this? I greatly appreciate your advice and help.

the instructions state that you need to build the world in the editor first