Which windows do you have? Vista, XP, 98?
If you're using 98, I think it's necessary to download the 0007 version, I'm not sure.
Can you try to rename the directory, from this:
D:\programmas\arduino\arduino-0009\...
to this:
D:\programmas\arduino-0009-win\arduino-0009\...
If the problem remains, can you try downloading 0010 version?