¿Did you install the "CS-Win32Libs"?, these libraries are required by Crystal Space.
If you haven't download these libraries you can download them here:
ftp://sunsite.dk/projects/crystal/support/win32/If you want a little information about these libraries, please visit this section of the CS wiki:
http://www.crystalspace3d.org/tikiwiki/tiki-index.php?page=CS+External+PackagesA more complete information can be found in section
2.3 of the Crystal Space user manual.