我建议你把你下的数据文件，也就是.dat文件放到一个文件夹里，你去自定义路径  
就是说，假如你吧.dat数据文件放到了D盘，用这个命令：   data:  FILE IS D:\ex3.1.dat  
然后再运行个试试。。。。只是建议，如果不好用，可以继续讨论，我刚下完7的Demo是可以运行的

二楼的有道理，还有，就是，DEMO版的对变量数量有限制的

遇到同样的问题，放到同一文件夹也不行，不知怎样解决……

我也遇到同样的问题,不知道该怎么办 >______<

http://www.statmodel.com/sysreq.shtml

The PATH Environment Variable

The Run Mplus option in the Mplus Editor requires that the Mplus installation directory be listed in the PATH environment variable. The PATH environment variable must also be set at the system level for Mplus to work properly in a multiple user environment. The Mplus installation process will try to set the PATH environment variable at the system level.

If this attempt fails, problems may arise when using the Run Mplus option in the Mplus Editor or when trying to update Mplus. Users will be alerted that Mplus is unable to start when running Mplus or Mplus is not found when updating Mplus.

To fix this problem, the PATH environment variable can be set manually. The instructions given below are for Windows 95/98/ME/NT/2000/XP operating systems. Similar instructions can be used on Windows Vista.

Log on with an administrator account.
Right-click on My Computer and select Properties.
Go to the Advanced tab and click on the Environment Variables button.
The system level variables are located in the bottom section. Locate the Path variable and click on Edit.
Add the Mplus installation directory (default is C:\Program Files\Mplus) to the end of the Value field, separated from the other directories by a semicolon.
Click OK to exit.
Instructions for Windows 7:

Log on with an administrator account.
Right-click on Computer and select Properties.
Click on Advanced system settings and click on the Enviroment Variables button.
The system level variables are located in the bottom section. Locate the Path variable and click on Edit.
Add the Mplus installation directory (default is C:\Program Files\Mplus) to the end of the Value field, separated from the other directories by a semicolon.
Click OK to exit.