In fact, you didn't add the downloaded voice from the MBrola Control Panel ...
Indeed, once fr1-990204.zip is unzipped, let's say, in c:\voice\fr1\
You should add to the MBrola Control Panel "Mbrola Tools/Control Panel" the current voice database...
1) launch the Control Panel (of the Mbrola Tools)
2) clic on Wizard
3) go to the c:\voice\fr1 directory
4) then, push OK
5) in the end, launch Euler...
If your system is Linux, you have to make a link named 'fr1' with the fr1 file
in the /euler/linux/bin directory.