Yep, that means it failed opening through "legit" means.Then I tried to open the original .exe file but nothing happened (I did wait for a while but it never opened)
I find no difference with our folders. But it is weird that the error appear when you "try" to copy-paste the No-DVD patch, not when you open it. But I think [1503] tells you that "No Disk Game Error", so it should not come up just while "copy-pasting" but rather, opening it.
So it is possible that the No-DVD patch you've dl'd ( did you download it from Index of Patches link) is corrupted/wrong (there is a NO-CD version)
Just to be sure the No-DVD patch is 784 kb in bytes?
Can you rename the original Lamento.exe to Lamento.bak (change the extension), then try cut-paste.