Did you build a test.wmb from the test.wmp?
Is this file in the same folder as the script?
Is it build with the same engine version?
Did you try it with a different wmb as well?
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http://www.puppenheim.org/
http://www.wuerfels-welt.de
Old Game Tutorial: http://www.puppenheim.org/MITutorial.zip
Free Game Editor: http://puppenheim.org/AlienalsWeihnachtsmann.zip
http://www.puppenheim.org/blender_starting_main_settings.txt