Yeah, it is slightly annoying, isn't it. However all is not lost and you are not dead in the water if you downloaded the files and the audio files came with PDF files. You can still get by albeit crudely.
I have the program installed on my "c" drive which is the default for Windows, and the audio files, in this case the first lesson, can be found at the following link:
C:\Program Files\Rocket French\PDFs\Audio\Learning Companion.
Inside the Learning Companion folder are all the individual audio files for the section, keyed by section to the numbered topic. Each section has it's own audio folder If you double click on the individual audio files they should wake up your default player, ie.,Windows Media Player and you should have audio. You will have to click each word/phrase individually. I open two windows side by side, text in one and audio in the other then just go down the line.
The moderator glosses these problems over in a tactful way, but the Customer service folks acknowledge problems. Good luck.