If you've downloaded a direct copy, try running as administrator, ensure you have all your drivers, directx, etc, up to date. Make sure everything has been properly uninstalled; just deleting a folder will leave registry entries and the like.
I also find that secondary logon causes problems for .exe files, at least for me running Windows 7 OS.
Start> type in Services>look for secondary logon, right click it, select disable.
However, that's only a fix I've experienced myself, may not work for everyone.