Where did you download your cgminer from?
I downloaded the gekko version from the thread on here. Had the same issue as you so then went to the mining software section and downloaded the official 4.9.2 from the proper thread. Obviously saved each under a different folder name. Then copied and pasted the file from 4.9.2 over to the folder with the gekko version.
I can't copy and paste the page info as I'm on my phone.
The Official cgminer thread is in the "mining software" section on the first page of the thread (which should be at the top).
The gekko version is in the "hardware" section in the gekko thread, again it's on the first page of that thread.
Download both to separate folders then copy and paste