You need the release version's data folder as well! There are fonts and graphics, that message says it can't load a surface (.bmp file). Also you need SDL.dll (it's in the release package), but only if you don't have it in path. Or whatever is SDL.dll in linux, I don't know.
By the way, one guy "valgrinded" Teemu and found a leak, but he refuses to tell where it is. That's a bit gay. I don't have any memory leak tools, because I'm using free edition of Visual C++. It's probably nothing too serious, because the game seems to work ok and doesn't crash.