Hello Vitor, we're sorry to hear you're having trouble getting the game to run. Please take a look at this guide and see if it solves it your problem:
http://www.smf4free.com/forums/supermariobrosonline/index.php/topic,1244.0.htmlIf that doesn't help, try the following:
1) Open up the command prompt. To do this, click on the Windows Button, type "cmd" in the Search Bar, and hit Enter. The command window should pop up.
2) In the command window, type in the following:
3) cd c:\windows\syswow64
4) Now press Enter. Then, type in the following:
5) regsvr32 VBMP.ocx
6) Now press Enter and click OK on the window that comes up saying dllregserver succeeded.
If you are still experiencing this problem after these steps please let us know.