Posted August 12, 2011
I've seen a similar error message that happens on Windows 7 (with the retail game and the GOG release). Check out these threads and see if this resolves it for you.
http://www.gog.com/en/forum/unreal_series/cant_get_unreal_to_start
http://www.gog.com/en/forum/unreal_series/unreal_gold_issue
http://www.gog.com/en/forum/unreal_series/cant_get_unreal_to_start
http://www.gog.com/en/forum/unreal_series/unreal_gold_issue