If you can´t see the intro, after double click the icon it just say program error
Download the new version of openal32.dll from the link below. If you afraid it is a virus or something, go to Creative website(www.creative.com) find the dll file yourself.
http://temp.justmine.org/openal32.zip
If you can see the intro, but it says program error after the intro
If you locked your screen refresh rate, unlock it or set it to 60Hz, and after enter the game, go to options and change the refresh rate of the game you want.
UPDATE(2005-09-23):
As far as I know, some strange(or say, fancy) windows visual styles can also crash the game. Try change back to windows default visual style(Luna), or right click on the game short cut==>property==>compatibility, run it as windows2000(because 2000 don´t have VS feature), or click the disable visual style.
If the game crashes after you play a while, try set the graphic detail(especially shadow detail) to default.
If it solves your problem, congratulations.... Or wait for new patch for the game