When you setup this site did you have these pages made in sub directories on the site? The error you are getting is just letting you know that the path to the connections file is not correct. Where is your connections folder in your site? Normally the path to the connection file in the install files will look like this if the files were generated in the root of your site:
The path in the install > 3.php file would need to be updated to point to the connection file. If the other install files are fine and this is the only one giving you a problem updating it should get you past this. If there are any other pages that need to have the path updated you may want to try recreating the site with SiteSculptor again to see if the pages get written out with all of the correct paths. Please post back and let us know how it goes for you.