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I don't rember which version you need to use exactly, but in the Brutal Doom ModDB page you can download a compressed file containing the mod and the needed version of GZDoom.
Regardless, the error you're getting seems unrelated to the game you're using.
If you want to play Hell on Earth I suggest you to just download it from here:
http://www.moddb.com/mods/brutal-doom/downloads/brutal-doom-hell-on-earth-starter-pack
It's an unzip and play, so it shouldn't give you any problems.