Hello,
I apologize if this has already been brought up, I check the Forums and didn't see it posted:
I just installed OpenTTD Portable (from the PortableApps.com page) and, when I ran it, I received the message "This installation is missing several sprites, please update your Graphics Set".
My question is... how do I do that?
I figured it out.
Turns out I needed to download a "Nighty" graphics build from within the Online Content section of OpenTTD.
The same happens with a local install. I think they got out of sync on what's supposed to go with what. It didn't affected playing the game at all, though, so I think you can ignore it if you don't want to manually download the beta set.
Sometimes, the impossible can become possible, if you're awesome!