I've had this before... Try building with a newer version? All extensions are supposed to be included in the exe - check the data elements list and see if it's in the extensions list? (There's a little button on the main toolbar if you don't know how to get there)
When I run anything in Darwine (Mac port of Wine) it stumbles over the parser.mfx and luaplus.mfx files and won't load them :\
I noticed that the string parser 2 object in MMF2 had a funny icon and whenever I tried to, I was unable to create a new string parser 2 object. This gave me the idea that parser.mfx wasn't really working, but since that file was in the MMF2 folders, MMF2 ran it as if it were working.
I got a different parser.mfx file, put it where it needed to be and sent it to my girlfriend. Everything works now.
I hope this helps anyone else who has extension problems.