I had the same problem on my old XP box, first time only. After that I just get a black/blank screen when I start the game. Later, read this thead and followed suggestions as I read them (deleting some files before I read about the 'b' patch and downloaded it). Didn't help -- still black screen when I start the game.
I get past the "loading" screen, then it goes black. Task mgr says FE is using 50% of cpu (1 of my 2 cores). I always end up aborting it.
debug.err https://dl.dropbox.com/u/8928343/debug.err
But I have a workaround -- play it on my other machine 
