If you are just clicking on the Run As icon (green triangle), you need to right-click on your program and select Run As…Natural Application at least once to set the “Default Launch” to something. Once that is done, you should be able to repeat the last Run As with the Run As icon.
See about 2:03 in the “First Steps in NaturalONE” tutorial (First Steps in NaturalONE)
If that’s not the issue, please include the screenshot and the steps you are taking that lead up to the error.