try this(find the folder of your project, then copy and past the data to your desktop, then in rpgmaker2003 open up desktop as your project folder, your game should then come up as the file/folder name you named it. i have mine set up this way as well. don't ask me why i just do.)
path to find your project folder should be something like
C:\Program Files (x86)\rpg2003\projects\your game name (vista) 32 bit is just programfiles
some versions may have Enterbrain as the folder name. like VX but think some versions of 2k3 may have had the same set up. not sure on that.
Let me also make this clear. ( do not do this firstly in rpgmaker 2003) do it first using your computer, put the folder(yourgamename) to your desktop, then open up rpgmaker 2003 and try to set (desktop) as your project folder.