Hi there,
Had the same problem too when first trying to mine, googled this problem and promptly broke down in manly tears after finding no simple answer to my relatively computer-illiterate mind.
But I eventually fixed this so, although you've probably given up or sorted it yourself by now, I'll leave my solution for future reference.
At present, the download of GUI Miner does not actually contain any mining program, so it won't work straight 'out of the box' (so to speak) as I'd hoped. Instead, it's just a front end through which you can manipulate the actual mining program to start Bitcoin mining. Careful inspection of the GUI Miner window will show a field called 'Ext. Path', which is where the program will look to find the actual miner itself. This needs to point to the file or you'll be trying to tell something that doesn't exist to start doing stuff for you - which is a dead loss in both real life and in computing terms. In short, you need to get that program separately and change the directory so it points to it.
Here's my start-up procedure so you can see and follow through my working.
Because I'm a Bitcoin newbie and therefore have an NVidia GFX card (ATi cards are better for mining), I was to load up a CUDA miner, so went through File -> New Miner - > New CUDA Miner... to get to the actual set up.
The first field down, after naming the new miner, is Ext. Path, which, by default on my windows 7 machine, was pointing to
C:\Users\<User>\Downloads\guiminer\miners\puddinpop\rpcminer-cuda.exe
Sadly, this was not a real directory and that .exe file did not exist and was not created when I installed GUI Miner, so I have to find it.
A quick google of rpc miner later, I found rpc miner, downloaded it and created the file structure shown in the predicted path and I was hooked up to a pool and mining within minutes.
Hope this helps you or any despairing future prospective amateur miners.
If you're generous/loaded and find this has helped you, feel free to send over a few fragments to:
18VDvvYrevojVTHwsAtaFxgF6EcFrsXKrM
I won't begrudge you if not though
