If you're using Avast! Anti-virus you may be having an issue with the scanner false-flagging TRose.EXE as malware. [Maybe it is but that's an ideological joke to have another day]
If you're having this issue, here's how you can add the directory to an exclusion list, so it stops quarantining the Executable, and deleting it.
Click the Settings Cogwheel and open up the Active Protection Panel.
Then Click Customize.
Click 'Exclusions' then 'Add'
Click 'Browse' in the newly populated empty field.
Navigate to your ROSE directory on your computer, click the check-box next to the root directory holding all of your ROSE installation.
You will see the directory address populate, then click 'OK'
Click OK again, and close the remaining windows.
That should permanently disable Avast from deleting your TRose.EXE Executable, and allow you to not need to disable active shields temporarily [the File shield].