Sammie,
Thanks. Those folders are there and the permissions are set to 777

DosDawg
From what I understand changing that path was supposed to get around the server not wanting to run an exe file, however, since I posted that I found that my server will, in fact run an exe file. I don't know if the poster is on the same host or not. I'm hosted on apthost.
I am still waiting for my host to give me shell access. After I receive it I will run that command and see what I can find out. I actually see more had my host reinstall the script for me earlier tonight. They advertise the ability to host video sharing sites like php motion, clipshare etc. They mention dolphin specifically. They also claim to install the scripts, but they haven't done any better with it than I have the last 4 times I installed it.
I guess I'll hire someone to do it. But I would really like to figure it out though.
Apparently this is a fairly common problem from what I've seen in other posts.
Thanks for all the input everyone. I'll work at it a little more and post anything I find out. I better end this novel for tonight.