Sorry, when you said,, "When I click on the icon to launch it" I assumed you meant in Galaxy. In that case, try running the config.exe and tweak the settings. Here are my settings and I don't get any pause or other such thing.

On the 'General' tab make sure that all of the system sliders are set to 'High End'.

On the 'Game' tab:
* Set cache size to 720
* Frame rate set to 30 (important)
* Path search nodes at 400000
Other settings are unimportant

On the 'Graphics' tab:
* Use OpenGL acceleration, OpenGL driver, Use 32 bit textures. You can use the 3D setup if you like.
* All 'Game options' checked except for Sprite Mirroring.
* Tile Pre Cache at 100%

Press 'OK' when you're done to populate your ini file.

Set everything as you specified and checked to see if would run okay. It did open when I clicked icon but I noticed everything seem smaller than what I remember them being when I played it before. Is this normal?

Okay, that explains it. I don't have the widescreen mod installed because I really have no interest in it.

The average CRT monitor was smaller than the average LCD monitor is. If you're playing at 800x600 then things are likely too large. That is assuming you're scaling the image (AR corrected) to fullscreen, if you're using 1:1 scaling then it will be way too small.

Playing at 1280x720 on an average 24" LCD is more accurate to the dimensions of playing at 800x600 on an average 17" CRT than playing at 800x600 on an average 24" LCD is.