Garbled messages from application

Hi
We have an externally supplied C++ application that we're trying to use with 10.1.0.2 instant client.
When it tries to connect we get 'no message found for e12ac3445ff123'. I am assuming this is to do with the version of the client the app was built with, but it would be nice to be sure.
Could there be a message file missing, or maybe it's something to do with NLS_LANG environment variable (we currently don't set this).
Anyone else had a similar problem?

BTW: this is on Windows (both XP SP2 and NT SP6a)

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