Check the exports folder and make sure it's empty.
Unless you are using the mac version, FH doesn't support or use .fhz files anymore.
You should uninstall the game from the control panel(delete programs and functions). Then reinstall FH with the game installer and the 1.06 patch if you havn't.
Once that's done you should look inside the exports folder, make sure it's empty. Then try to enter cape again.
I think that should solve your problems, sorry if you meant something else.