Pear and it's friends are NOT needed for YouTubeMCE. You've actually got yourself an odd little problem there.
'Data.php' is the file that stores all of your downloaded information, such as the page you are on, what you last searched for, and each of the individual movies that you see when browsing the YouTube site. It is NOT included with the installer, but it SHOULD be automatically generated by YouTubeMCE.
As a work-around, could you please go into your YouTubeMCE directory (c:\program files\push-a-button\YouTubeMCE), right-click anywhere in the folder, click 'New' and choose 'Text File'.
Then simply rename the file to 'Data.php'. It will be empty, but that should allow YouTubeMCE to work correctly.
In the mean time, could you please tell me where you got your copy of YouTubeMCE? Perhaps there is a dud installer out there on one of the mirrors...
Thanks, and sorry this didn't work for you out-of-the-box. That file should be INCLUDED, but not REQUIRED.
Author of 'EMUCenter' to play arcade classics 'MoreWithMyMusic' to sing with and normalize your Music, 'Yougle Vista' to watch YouTube, DivX & More and 'BlindTimer' to time your poker game.