Getting a "Cannot be Opened"" error Message

[snippsat]

Good that you solved it.
Some points,average is a confusing name when you calculate percentage  
Do not use bare except: and return out when error occurred.
Eg:

def team_average(filename):
   try:
       file = open(filename)
   except IOError as error:
       return error
   else:
       numberOfGames = 0
       soxWins = 0
       for line in file:
           numberOfGames += 1
           game = line.split()
           scores = game[-2]
           if scores == 'Win':
               soxWins += 1
       win_percent = int((soxWins/numberOfGames) * 100)
       return win_percent

print(team_average('red_sox.txt'))

Alternative way and a little more Pythonic could be:

with open('red_sox.txt') as file:
  all_games = [line for line in file]
  win = [game for game in all_games if 'Win' in game]
  win_percent = len(win) / len(all_games) * 100
  print(win_percent)