All these programs need the Netica API to run.  I was using the version for the linux platform, NeticaAPI_Linux_215 which you'll be able to get from the norsys web site, http://www.norsys.com/.  I'm not sure if you'll be able to run these programs with other versions, I never tryed.  The Psensit program also uses a gnuplot API which I got from the site, http://ndevilla.free.fr/gnuplot/