I need help getting Rat Attack (PC, 1999) to work

Some time ago I bought a physical copy of Rat Attack for PC, because I had fond memories of playing it on a Playstation Demo Disk.

Unfortunately, while the game itself technically works, after I get past the first "chapter" ("House"), I get a message saying "You need to download the next part of this game to continue. Visit the Freeloader web site? Press OK or Cancel to exit the game".

Pressing OK does nothing, while Cancel does indeed exit the game. Looking at the game files it seems that all of the files are there (I can see the files for the other levels and they seem to have the same size as the one that loads correctly).

Freeloader no longer seems to exist and even searching sites like myabandonware turns up empty for this game. Am I screwed and this game is lost media now, or is there anything I can do to get it to run past the first couple of levels?