When it comes to TTD I always recommend OpenTTD:
http://www.openttd.org
What you do is:
1: Unpack the files downloaded from this site (Abandonia) to a temporary directory.
2: Start the OpenTTD (downloaded from link above) installer.
3: When asked for the installed TTD folder point to the temporary folder from step 1.
3: Finish and run game.
Pisakeyk.
- Arand