Apologies Milky - I switched the responses from "comments" to "community board" and it dropped all previous messages :( Does the game also just go blank when entering "Load" or "Options"?
Okay - Let's try deleting any save files you've got in the game's folder "saves". Perhaps it's something there that's causing it. Also, where have you unzipped the game to? Perhaps try and unzip it to desktop : )