Grumble Grumble Grumble
Basicly, something is incompatibile with your game and your system... And alot of things can cause this... Such as old drivers, wrong version of Direct X installed, not enough memory, some application has replaced a shared DLL with it's own version during the install process, Graphics Card incompatibility, incompatilbity with a system patch (either installed or not installed). You get the picture?!?!
Check the website for the Game, and see if they have any patches posted for problems with the game. (You'd be amazed on the issues that are ignored in the first release of most games now a days....)