I read the earlier not and created a file C:\Data\VASL\boards. Left it empty. Changed my look up to that file. Still same message but using the new target file, I am using Windows 11.
Dale
There are two places where you need to specify the directory. First of all, in File->Preferences->VASL, you need to set the board directory.
Secondly, when starting a new game and selecting boards, make sure that the boardpicker window is looking in the same place for the boards.
If those two are out of sync then VASSAL will be downloading the board in one place and you will be trying to open it from another location.
If both of these are pointing to the same directory and the board is still not showing up, close VASL and then restart it and try again. That has worked for me sometimes, I don't know why.