Did you try "run as admin" as mentioned in step 3? If not then please try that first because if it doesn't work then I might need to change my instructions.
If all else fails then yes, you can copy them manually. The BAT is just there to make life easier. Plus it deletes keys.dat but it looks like that part succeeded.
map.rwm. I have come across that myself before, on an XP machine. I don't know why. But it seemed to work okay without it. To check that all is okay: start a Dwarf campaign and have a look at the culture levels of your settlements. If they are mostly Dunedain instead of Khazad then there's a problem.