OK, so you open Reaper, load the SD3 plug-in onto a track and get the error message. Can you post a screenshot?
How to post screenshots (in Post #2)
Or, perhaps you could compress a simple problem project file (no audio samples needed) into a ZIP file and post it here as an attachment so that we can have a look at it and see what's (not) happening?
How to post attachments (in Post #1)